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Swaps and other derivatives
Flavell, Richard - 2002
Persistent link: https://www.econbiz.de/10004752708
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Understanding credit derivatives and related instruments
Bomfim, Antúlio N. - 2005
Persistent link: https://www.econbiz.de/10004821205
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Credit derivatives : risk management, trading & investing
Chaplin, Geoff - 2005
Persistent link: https://www.econbiz.de/10004832425
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Recovery risk in credit default swap premia
Schläfer, Timo - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10008991625
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Financial derivatives : futures, forwards, swaps, options, corporate securities, and credit default swaps
Kōnstantinidēs, Giōrgos (ed.) - 2015
Persistent link: https://www.econbiz.de/10010483640
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Credit Default Swaps und Informationsgehalt
Wagner, Eva - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003722063
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Kreditderivate : zwischen Kapitalmarkt und bankbetrieblicher Verwendung
Norden, Lars - 2004
Persistent link: https://www.econbiz.de/10002221342
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Recovery Risk in Credit Default Swap Premia
Schläfer, Timo - 2011
implements his approach using credit default swap data …
Persistent link: https://www.econbiz.de/10014015311
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Do correlated defaults matter for CDS premia? : an empirical analysis
Koziol, Christian; Koziol, Philipp; Schön, Thomas - 2014
Correlated defaults and systemic risk are clearly priced in credit portfolio securities such as CDOs or index CDSs. In this paper we study an extensive CDX data set for evidence whether correlated defaults are also present in the underlying CDS market. We develop a cash flow based top-down...
Persistent link: https://www.econbiz.de/10010405475
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Swaps/Financial derivatives : products, pricing, applications and risk management
Das, Satyajit - 2004
Persistent link: https://www.econbiz.de/10001783774