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Margin setting in credit derivatives clearing houses
Byström, Hans - In: The journal of fixed income 19 (2009/10) 4, pp. 37-43
Persistent link: https://www.econbiz.de/10003970351
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An alternative way of estimating asset value correlations
Byström, Hans N. E. - In: The journal of fixed income 21 (2011) 2, pp. 30-38
Persistent link: https://www.econbiz.de/10009349767
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Asset value correlation bounds for firms with foreign exchange exposure
Byström, Hans N. E. - In: The journal of fixed income 22 (2013) 4, pp. 75-89
Persistent link: https://www.econbiz.de/10009745215
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Instantaneous credit risk correlation
Byström, Hans N. E. - In: The journal of fixed income 17 (2007) 2, pp. 5-12
Persistent link: https://www.econbiz.de/10003628152
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Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - In: The journal of fixed income 25 (2016) 4, pp. 32-54
Persistent link: https://www.econbiz.de/10011660735
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AN ALTERNATIVE WAY OF ESTIMATING ASSET VALUES AND ASSET VALUE CORRELATIONS
Byström, Hans - In: The journal of fixed income 21 (2011) 2, pp. 30-39
Persistent link: https://www.econbiz.de/10009340740
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ASSET VALUE CORRELATION BOUNDS FOR FIRMS WITH FOREIGN EXCHANGE EXPOSURE
Byström, Hans - In: The journal of fixed income 22 (2013) 4, pp. 75-89
Persistent link: https://www.econbiz.de/10010106244
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INSTANTANEOUS CREDIT RISK CORRELATION
Byström, Hans - In: The journal of fixed income 17 (2007) 2, pp. 5-12
Persistent link: https://www.econbiz.de/10007865206
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MARGIN SETTING IN CREDIT DERIVATIVES CLEARING HOUSES
Byström, Hans - In: The journal of fixed income 19 (2010) 4, pp. 37-44
Persistent link: https://www.econbiz.de/10008405877
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Using credit derivatives to compute marketwide default probability term structures
Byström, Hans N. E. - In: The journal of fixed income 15 (2005) 3, pp. 34-41
Persistent link: https://www.econbiz.de/10003303934