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~isPartOf:"Energy economics"
~isPartOf:"International review of financial analysis"
~person:"Yan, Cheng"
~subject:"Volatilität"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Volatilität
Credit derivative
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Option pricing theory
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Volatility
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Credit default swap
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Unscented Kalman filter
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Börsenkurs
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CDS
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Yan, Cheng
Hammoudeh, Shawkat
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Xu, Yaofei
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Naifar, Nader
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Roubaud, David
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Shi, Yukun
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Stasinakis, Charalampos
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Balcilar, Mehmet
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Chang, Chia-Lin
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Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
3
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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