Add to ORKGΠεριλαμβάνει βιβλιογραφικές αναφορές (σ. 193-194).Περιλαμβάνει πίνακες.Apostolos Dasilas1. Introduction -- 2. Types of credit derivatives -- 3. Pricing of credit default swaps -- 4. Pricing of credit spread options -- 5. Concluding remarks
In this paper we study the pricing of credit risk as reflected in the market for credit default swap...
Essay 1 tests the ability of a commercial structural credit default swap pricing model to predict ma...
This paper examines the relationship between the new markets for credit default swaps (CDS) and the ...
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the ...
Recently, the market for credit derivatives proliferated over the past two decades and has been blam...
grantor: University of TorontoWe assume the unorthodox premise that every financial transa...
The thesis covers three main areas regarding credit derivatives. The first part brings comprehensive...
Credit trading focuses on securities which have cashflows contingent on one or more defaults of risk...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
In this paper we study the pricing of credit risk as re°ected in the market for credit default swaps...
This chapter addresses the pricing of two popular portfolio credit derivatives: first-to-default swa...
The credit derivative market was established at the beginning of the 1990s since the emergence of cr...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
Credit default swaps (CDS) have been growing in importance in the global financial markets. However,...
In this paper we study the pricing of credit risk as reflected in the market for credit default swap...
In this paper we study the pricing of credit risk as reflected in the market for credit default swap...
Essay 1 tests the ability of a commercial structural credit default swap pricing model to predict ma...
This paper examines the relationship between the new markets for credit default swaps (CDS) and the ...
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the ...
Recently, the market for credit derivatives proliferated over the past two decades and has been blam...
grantor: University of TorontoWe assume the unorthodox premise that every financial transa...
The thesis covers three main areas regarding credit derivatives. The first part brings comprehensive...
Credit trading focuses on securities which have cashflows contingent on one or more defaults of risk...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
In this paper we study the pricing of credit risk as re°ected in the market for credit default swaps...
This chapter addresses the pricing of two popular portfolio credit derivatives: first-to-default swa...
The credit derivative market was established at the beginning of the 1990s since the emergence of cr...
This article presents a generic model for pricing financial derivatives subject to counterparty cred...
Credit default swaps (CDS) have been growing in importance in the global financial markets. However,...
In this paper we study the pricing of credit risk as reflected in the market for credit default swap...
In this paper we study the pricing of credit risk as reflected in the market for credit default swap...
Essay 1 tests the ability of a commercial structural credit default swap pricing model to predict ma...
This paper examines the relationship between the new markets for credit default swaps (CDS) and the ...