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Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B. - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
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Model-independent lower bound on variance SWAPS
Kahalé, Nabil - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
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Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum; Yameen, Mohammad - In: Journal of economic surveys 38 (2024) 1, pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
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Das Swapsatzrisiko : Einflußfaktoren und Absicherungsalternativen
Hagen, Nobert - 1992
Persistent link: https://www.econbiz.de/10000871008
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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Derivatives pricing and term structure modeling
Hinnerich, Mia - 2007
Persistent link: https://www.econbiz.de/10003649920
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Hedging fixed income securities with interest rate swaps
Ramamurthy, Shrikant - 2008
Persistent link: https://www.econbiz.de/10003765492
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Shareholder value creation using asset yield swap contracts
Flesch, Ádám - In: Acta oeconomica : periodical of the Hungarian Academy … 59 (2009) 3, pp. 261-288
Persistent link: https://www.econbiz.de/10003883724
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Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.; Chao Yang - In: International journal of theoretical and applied finance 13 (2010) 6, pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
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Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.; Chao Yang - 2009
Persistent link: https://www.econbiz.de/10003924254