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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of fixed income"
~subject:"Risiko"
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Cooper, Ian
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The journal of finance : the journal of the American Finance Association
The journal of fixed income
European journal of operational research : EJOR
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International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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A robust decision support approach to portfolio risk reduction based on credit default swap
Wu, Dexiang
;
Wu, Desheng Dash
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 86-95
Persistent link: https://www.econbiz.de/10011803854
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2
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
3
The default risk of swaps
Cooper, Ian
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 597-620
Persistent link: https://www.econbiz.de/10001108680
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