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Design of master agreements for OTC derivatives
Franzen, Dietmar - 2001
Persistent link: https://www.econbiz.de/10001498192
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Design of master agreements for OTC derivates
Franzen, Dietmar - 2001
Persistent link: https://www.econbiz.de/10004605957
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Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization.
Fries, Christian P. - Volkswirtschaftliche Fakultät, … - 2010
Looking at the valuation of a swap when funding costs and counterparty risk are neglected (i.e., when there is a unique … risk free discounting curve), it is natural to ask "What is the discounting curve of a swap in the presence of funding …
Persistent link: https://www.econbiz.de/10008530717
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Der Rahmenvertrag : Möglichkeiten und Grenzen im (Retail-)Banking
Zingg, Heinz - 1996
Persistent link: https://www.econbiz.de/10004309295
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Forex netting, close-out netting im Ausserbilanzbereich : aufsichtsrechtliche Anerkennung einer Idee?
Ottel, Wilfried - 1995
Persistent link: https://www.econbiz.de/10000914081
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Forex netting - Close-out netting im Ausserbilanzbereich : aufsichtsrechtliche Anerkennung einer Idee?
Ottel, Wilfried - 1995
Persistent link: https://www.econbiz.de/10004300079
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Forex netting, close-out netting im Ausserbilanzbereich : aufsichtsrechtliche Anerkennung einer Idee?
Ottel, Wilfried - 1995
Persistent link: https://www.econbiz.de/10013417911
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Empirical analysis of credit risk regime switching and temporal conditional default correlation in credit default swap valuation : the market liquidity effect
Dunbar, Kwamie (contributor); Edwards, Albert J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003474201
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Are credit default swaps associated with higher corporate defaults?
Peristiani, Stavros C.; Savino, Vanessa - 2011
Are companies with traded credit default swap (CDS) positions on their debt more likely to default? Using a …
Persistent link: https://www.econbiz.de/10009011410