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The use (and abuse) of CDS spr...
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51
Credit default swap valuation with counterparty risk
Seng Yuen Leung
;
Kwok, Yue-Kuen
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 25-45
Persistent link: https://www.econbiz.de/10003379594
Saved in:
52
A framework for assessing the systemic risk of major financial institutions
Huang, Xin
;
Zhou, Hao
;
Zhu, Haibin
-
2009
Persistent link: https://www.econbiz.de/10003911902
Saved in:
53
Constant proportion dept obligations : an introduction
Hellmich, Martin
;
Kassberger, Stefan
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 363-388)
.
2008
Persistent link: https://www.econbiz.de/10003918794
Saved in:
54
A comparative analysis of CDO pricing models
Burtschell, Xavier
;
Gregory, Jon
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 389-427)
.
2008
Persistent link: https://www.econbiz.de/10003918804
Saved in:
55
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
56
Model validation and CDOs : an overview of requirements and methods
Neal, George
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 577-590)
.
2008
Persistent link: https://www.econbiz.de/10003918879
Saved in:
57
Credit default swaps
Todd, Steven
- In:
Financial derivatives : pricing and risk management
,
(pp. 177-198)
.
2010
Persistent link: https://www.econbiz.de/10003920399
Saved in:
58
Contagion inside the credit default swaps market : the case of the GM and Ford crisis in 2005
Coudert, Virginie
;
Gex, Mathieu
- In:
Journal of international financial markets, …
20
(
2010
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10008695510
Saved in:
59
Counterparty risk for credit default swaps : impact of spread volatility and default correlation
Brigo, Damiano
;
Chourdakis, Kyriakos
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1007-1026
Persistent link: https://www.econbiz.de/10003928780
Saved in:
60
Valuation of credit default swaptions and credit default index swaptions
Rutkowski, Marek
;
Armstrong, Anthony
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1027-1053
Persistent link: https://www.econbiz.de/10003928782
Saved in:
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