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~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivative"
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Search: subject_exact:"Credit default swap"
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Akari, Mohamed-Ali
1
Ben-Abdallah, Ramzi
1
Breton, Michèle
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Cheng, Wai-yan
1
Dionne, Georges
1
Hull, John
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Kan, Yu Hang
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Kutan, Ali Mustafa
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Okhrin, Ostap
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International Journal of Theoretical and Applied Finance (IJTAF)
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
16
Journal of banking & finance
13
International review of financial analysis
9
The journal of credit risk : published quarterly by Incisive Media
9
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
International review of economics & finance : IREF
6
Journal of financial markets
6
The journal of futures markets
6
Finance and stochastics
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Journal of mathematical finance
5
The journal of fixed income
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Williams College Economics Department working paper series
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Department of Economics discussion paper series / University of Oxford
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Discussion paper
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Finance research letters
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Journal of empirical finance
4
Journal of financial intermediation
4
Journal of financial services research : JFSR
4
Quantitative finance
4
Review of derivatives research
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The Oxford handbook of credit derivatives
4
Credit derivatives : the definitive guide
3
Economic modelling
3
Essays on the market structure and pricing of credit derivatives
3
Finance and economics discussion series
3
Financial stability review : FSR
3
Global finance journal
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Journal of economics and finance
3
Journal of financial stability
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research in international business and finance
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
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SFB 649 discussion paper
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1
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
2
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
3
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
4
The impact of margin interest on the valuation of credit default swaps
Kan, Yu Hang
;
Pedersen, Claus
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 60-79
Persistent link: https://www.econbiz.de/10009671707
Saved in:
5
Valuation of CDO and an n-th default CDS without Monte Carlo simulation
Hull, John
;
White, Alan
- In:
The journal of derivatives : the official publication …
12
(
2004
)
2
,
pp. 8-23
Persistent link: https://www.econbiz.de/10002535939
Saved in:
6
Recent advances in default swap valuation
Cheng, Wai-yan
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 18-27
Persistent link: https://www.econbiz.de/10001618895
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