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Wrap-up discussion
Das, Satyajit - In: Lessons from the financial turmoil of 2007 and 2008 : …, (pp. 210-221). 2008
Persistent link: https://www.econbiz.de/10003839267
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Explaining cross-sectional differences in credit default swap spreads : an alternative approach using value at risk
Breitenfellner, Bastian; Wagner, Niklas F. - In: The VaR implementation handbook, (pp. 121-137). 2009
Persistent link: https://www.econbiz.de/10003826939
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On the micro-economics of CDOs and CDS
Sercu, Piet - In: Revue bancaire et financière 73 (2009) 2/3, pp. 159-161
Persistent link: https://www.econbiz.de/10003827143
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Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander; Jang, Jiwook; Schmidt, Thorsten - 2009
Persistent link: https://www.econbiz.de/10003828944
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The correlation of a firm's credit spread with its stock price : evidence from credit default swaps
Scheicher, Martin - In: Stock market volatility, (pp. 405-417). 2009
Persistent link: https://www.econbiz.de/10003830647
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Sato processes in default modeling
Kokholm, Thomas; Nicolato, Elisa - 2009
Persistent link: https://www.econbiz.de/10003805849
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Die Weltvernichtungsmaschine : vom Kreditboom zur Wirtschaftskrise
Frank, Stefan - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003806612
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Die Bewertung von Credit Default Swaps
Wilkens, Sascha - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 38 (2009) 3, pp. 161-164
Persistent link: https://www.econbiz.de/10003819112
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Accounting-based versus market-based cross-sectional models of CDS spreads
Das, Sanjiv R.; Hanouna, Paul; Sarin, Atulya - In: Journal of banking & finance 33 (2009) 4, pp. 719-730
Persistent link: https://www.econbiz.de/10003820945
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Credit default swap spread and succession events
Gonenc, Halit; Schorer, Floris; Appel, Willem P. F. - In: Journal of financial regulation and compliance : an … 15 (2007) 4, pp. 450-463
Persistent link: https://www.econbiz.de/10003606140