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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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Fixed income total return swaps
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2008
Persistent link: https://www.econbiz.de/10003763598
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Credit default swaps valuation
Chen, Ren-Raw; Fabozzi, Frank J.; O'Kane, Dominic - 2008
Persistent link: https://www.econbiz.de/10003765787
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The valuation of fixed income total return swaps
Chen, Ren-Raw; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765788
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Exploring the components of credit risk in credit default swaps
Fabozzi, Frank J.; Cheng, Xiaolin; Chen, Ren-Raw - In: Finance research letters 4 (2007) 1, pp. 10-18
Persistent link: https://www.econbiz.de/10003442040
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Credit derivatives primer
Fabozzi, Frank J.; Choudhry, Moorad; Anson, Mark J. P.; … - In: The handbook of European structured financial products, (pp. 57-76). 2004
Persistent link: https://www.econbiz.de/10002010526
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An exact structural model for evaluating credit default swaps : theory and empirical evidence
Chen, Ren-Raw; Hsieh, Pei-Lin - In: The journal of fixed income : JFI 32 (2023) 3, pp. 20-48
Persistent link: https://www.econbiz.de/10014231375