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Beyong Enron : regulation in energy derivatives trading

Brunet, Alexia; Shafe, Meredith - In: Northwestern journal of international law & business 27 (2007) 3, pp. 665-706

Persistent link: https://www.econbiz.de/10003564808

Les marchés de produits dérivés et la loi américaine sur les faillites

Roe, Mark J. - In: Revue d'économie financière : revue trimestrielle de … 105 (2012), pp. 231-248

Persistent link: https://www.econbiz.de/10009545845

Restructuring failed financial firms in bankruptcy : selling Lehman's derivatives portfolio

Roe, Mark J.; Adams, Stephen D. - In: Yale journal on regulation 32 (2015) 2, pp. 363-411

Persistent link: https://www.econbiz.de/10011392561

Financial distress around introduction of hedging in the oil and gas industry

Iqbal, Zahid - In: International journal of business 20 (2015) 1, pp. 79-89

Persistent link: https://www.econbiz.de/10010520740

Counterparty risk for CDS : default clustering effects

Bo, Lijun; Capponi, Agostino - In: Journal of banking & finance 52 (2015), pp. 29-42

Persistent link: https://www.econbiz.de/10011377294

Derivatives markets in bankruptcy

Roe, Mark J. - 2012

Persistent link: https://www.econbiz.de/10009658530

The surprising implications of the Lehman default for derivatives and structured finance

Niculescu, Peter - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 4-5

Persistent link: https://www.econbiz.de/10009669751

Recovering portfolio default intensities implied by CDO quotes

Cont, Rama; Minca, Andreea - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 94-121

Persistent link: https://www.econbiz.de/10009712557

Should derivatives be privileged in bankruptcy?

Bolton, Patrick; Oehmke, Martin - 2011

"Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic …, even though this risk could be borne more efficiently by derivative counterparties. In addition, because super …-senior derivatives dilute existing creditors, they may lead firms to take on derivative positions that are too large from a social …

Persistent link: https://www.econbiz.de/10009408758

A simple and precise method for pricing convertible bond with credit risk

Xiao, Tim - In: Journal of derivatives & hedge funds 19 (2013) 4, pp. 259-277

Persistent link: https://www.econbiz.de/10010259401