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Credit derivatives : instruments, applications, and pricing
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2004
Persistent link: https://www.econbiz.de/10001783706
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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 risk modeling using structural models
Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; … - 2008
Persistent link: https://www.econbiz.de/10003765538
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Credit risk modeling using reduced-form models
Anson, Mark J. P.; Fabozzi, Frank J.; Chen, Ren-Raw; … - 2008
Persistent link: https://www.econbiz.de/10003765556
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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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An explicit, multi-factor credit default swap pricing model with correlated factors
Chen, Ren-Raw; Cheng, Xiaolin; Fabozzi, Frank J.; Liu, Bo - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 123-160
Persistent link: https://www.econbiz.de/10003692397
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A two-factor, preference-free model for interest rate sensitive claims
Chen, Ren-Raw - In: The journal of futures markets 15 (1995) 3, pp. 345-372
Persistent link: https://www.econbiz.de/10001180184
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Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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A new look at interest rate futures contracts
Chen, Ren-Raw - In: The journal of futures markets 12 (1992) 5, pp. 539-548
Persistent link: https://www.econbiz.de/10001129993