The credit derivative model serves the purpose of pricing and calculating sensitivities for the credit derivative products which are Credit Default Swaps (CDSs), First-to-Default swaps (FTDs), FirstNofM basket default swaps (FNMs), all level Collateral Debt Obligations (CDOs, CDO2s, and CDO3s), and forward starting CDOs.https://ia601506.us.archive.org/30/items/bkTree/bkTree.pd
This contribution offers an explanation of credit derivatives as a group of financial instruments ha...
Credit trading focuses on securities which have cashflows contingent on one or more defaults of risk...
Credit derivatives are very popular on financial markets in recent days. The most liquid credit deri...
We propose default correlation model and four credit default derivative pricing models, namely, sing...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN036421 / BLDSC - British Library D...
Credit derivatives are financial contracts that have been widely adopted by the credit market partic...
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the ...
A pricing model is presented to calculate Mark-to-Market (MTM) and all sensitivities for basket defa...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
This work as been published as a book chapter. Due to restrictions imposed by the Editor, it is no l...
This article presents a new model for valuing financial contracts subject to credit risk and collate...
ne of the risks of making a bank loan or investing in a debt security is credit risk, the risk of bo...
This chapter addresses the pricing of two popular portfolio credit derivatives: first-to-default swa...
Financial institutions need credit derivative instruments to protect portfolios against failure even...
The European credit default swap option (CDSO) valuation model is employed to price an option that g...
This contribution offers an explanation of credit derivatives as a group of financial instruments ha...
Credit trading focuses on securities which have cashflows contingent on one or more defaults of risk...
Credit derivatives are very popular on financial markets in recent days. The most liquid credit deri...
We propose default correlation model and four credit default derivative pricing models, namely, sing...
SIGLEAvailable from British Library Document Supply Centre-DSC:DXN036421 / BLDSC - British Library D...
Credit derivatives are financial contracts that have been widely adopted by the credit market partic...
Credit risk plays an important role in the pricing of financial instruments. In effort to avoid the ...
A pricing model is presented to calculate Mark-to-Market (MTM) and all sensitivities for basket defa...
The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequ...
This work as been published as a book chapter. Due to restrictions imposed by the Editor, it is no l...
This article presents a new model for valuing financial contracts subject to credit risk and collate...
ne of the risks of making a bank loan or investing in a debt security is credit risk, the risk of bo...
This chapter addresses the pricing of two popular portfolio credit derivatives: first-to-default swa...
Financial institutions need credit derivative instruments to protect portfolios against failure even...
The European credit default swap option (CDSO) valuation model is employed to price an option that g...
This contribution offers an explanation of credit derivatives as a group of financial instruments ha...
Credit trading focuses on securities which have cashflows contingent on one or more defaults of risk...
Credit derivatives are very popular on financial markets in recent days. The most liquid credit deri...
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