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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~subject:"Swap"
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(1991). - XXVIII, 524 S. : graph. Darst. - Enth. 16 Beitr.
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1
Credit default swaps
Bomfim, Antúlio N.
- In:
Research handbook of financial markets
,
(pp. 429-450)
.
2023
Persistent link: https://www.econbiz.de/10014331088
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2
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
Saved in:
3
Credit default swaps and systemic risk
Cont, Rama
;
Minca, Andreea
- In:
Operations research confronting the crisis
,
(pp. 523-547)
.
2016
Persistent link: https://www.econbiz.de/10011589899
Saved in:
4
Currency swaps
Ribeiro, Frank
- In:
International corporate finance : markets, …
,
(pp. 339-358)
.
2012
Persistent link: https://www.econbiz.de/10009684989
Saved in:
5
Variance swap portfolio theory
Madan, Dilip B.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 183-194)
.
2010
Persistent link: https://www.econbiz.de/10008749280
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6
Single name credit default swap valuation : a review
Claes, Anouk G. P.
;
De Ceuster, Marc J.
- In:
Credit risk : models, derivatives, and management
,
(pp. 3-19)
.
2008
Persistent link: https://www.econbiz.de/10003718298
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7
Credit default swaps and an application to the art market : a proposal
Campbell, Rachel
;
Wiehenkamp, Christian
- In:
Credit risk : models, derivatives, and management
,
(pp. 53-66)
.
2008
Persistent link: https://www.econbiz.de/10003718316
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8
Pricing CDX credit default swaps with CreditGrades and trinomial trees
Stewart, Christian
;
Wagner, Niklas
- In:
Credit risk : models, derivatives, and management
,
(pp. 181-196)
.
2008
Persistent link: https://www.econbiz.de/10003718467
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9
Interest rate swaps and their application to tax-exempt financing
Chu, Eric H.
;
Underwood, Craig
;
Fox, Thomas B.
; …
- In:
The handbook of municipal bonds
,
(pp. 299-344)
.
2008
Persistent link: https://www.econbiz.de/10003714918
Saved in:
10
Good swap, bad swap
Shapiro, Peter
- In:
The handbook of municipal bonds
,
(pp. 1237-1240)
.
2008
Persistent link: https://www.econbiz.de/10003715609
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