Narrow search
Showing 1 - 10 of 20,481
Cover Image
Evaluating the credit exposure of interest rate swap portfolios
Wall, Larry D.; Fung, Kwun-wing - 1987 - Rev
Persistent link: https://www.econbiz.de/10000825958
Cover Image
How well do classical credit risk pricing models fit swap transaction data?
Cossin, Didier - In: European financial management : the journal of the … 4 (1998) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10001244082
Cover Image
Portfolio diversification in the sovereign credit swap markets
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stauros Andrea - 2016
Persistent link: https://www.econbiz.de/10011539351
Cover Image
Optimal portfolios with credit default swaps
Ambrosini, Giuseppe; Menoncin, Francesco - In: Journal of financial services research : JFSR 54 (2018) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10012024972
Cover Image
Initial margin estimations for credit default swap portfolios
Ivanov, Stanislav - In: The journal of financial market infrastructures 5 (2017) 4, pp. 22-49
Persistent link: https://www.econbiz.de/10011729219
Cover Image
Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben; Guan, Jingling - In: The journal of fixed income 26 (2017) 4, pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
Cover Image
The role of Asian Credit Default Swap index in portfolio risk management
Liu, Jianxu; Chatchai Khiewngamdee; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 435-447). 2017
Persistent link: https://www.econbiz.de/10011801781
Cover Image
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
Cover Image
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng; So, Leh-Chyan - In: Journal of mathematical finance 8 (2018) 2, pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Cover Image
The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper
Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014
The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...
Persistent link: https://www.econbiz.de/10010486036