Narrow search
Showing 1 - 10 of 26,592
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
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
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
Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn - In: Kreditrisikomanagement : Portfoliomodelle und Derivate, (pp. 107-148). 2000
Persistent link: https://www.econbiz.de/10001491336
Cover Image
Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn - In: Kreditrisikomanagement : Kernbereiche, Aufsicht und …, (pp. 115-156). 2002
Persistent link: https://www.econbiz.de/10001720335
Cover Image
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan; Peacock, Matthew; Lee, Jacky; … - In: International journal of theoretical and applied finance 17 (2014) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Cover Image
The stability of the banking sector and credit default swaps
Heyde, Frank; Neyer, Ulrike - 2007
Persistent link: https://www.econbiz.de/10003379298
Cover Image
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng - 2003
Persistent link: https://www.econbiz.de/10003628359
Cover Image
Optimal Credit Swap Portfolios
Giesecke, Kay - 2018
, initial capital, position limits, and other trading constraints that credit swap investors often face in practice. The multi … portfolios. In particular, we find that credit swap investment constraints can have a significant impact on optimal portfolios …
Persistent link: https://www.econbiz.de/10012940733