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Showing
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1
The role of market-implied severity modeling for credit VaR
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Annals of economics and finance
11
(
2010
)
2
,
pp. 337-353
Persistent link: https://www.econbiz.de/10008840329
Saved in:
2
The age of turbulence : credit derivatives style
Byström, Hans N. E.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003777344
Saved in:
3
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
4
Price discovery in the CDS market : evidence from corporate acquisitions
Ismailescu, Iuliana
;
Phillips, Blake
;
Xu, Xiaowei
- In:
The Quarterly Journal of Finance : QJF
13
(
2023
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014490269
Saved in:
5
Pricing default swaps : empirical evidence
Houweling, Patrick
(
contributor
);
Vorst, Ton
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903819
Saved in:
6
Copula sensitivity in collateralized debt obligations and basket default swaps
Meneguzzo, Davide
;
Vecchiato, Walter
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 37-70
Persistent link: https://www.econbiz.de/10001850813
Saved in:
7
Explaining credit default swap premia
Benkert, Christoph
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001850815
Saved in:
8
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
Brigo, Damiano
;
Alfonsi, Aurélien
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10002497060
Saved in:
9
Strukturierte Finanzierungen : Komplexität, Risiken und die Rolle von Ratings
Fender, Ingo
;
Mitchell, Janet
- In:
BIZ-Quartalsbericht
(
2005
),
pp. 77-91
Persistent link: https://www.econbiz.de/10003064286
Saved in:
10
Vertragsbedingungen und Preisfindung bei Credit Default Swaps
Packer, Frank
;
Zhu, Haibin
- In:
BIZ-Quartalsbericht
(
2005
),
pp. 99-112
Persistent link: https://www.econbiz.de/10002815693
Saved in:
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