Works matching DE "CREDIT derivatives"

Results: 312

Some short elements on hedging credit derivatives.

Published in:

ESAIM: Probability & Statistics, 2007, v. 11, n. 1, p. 23, doi. 10.1051/ps:2007003

By:

Philippe Durand;
Jean-Fr?d?ric Jouanin

Publication type:

Article

Investigation on the credit risk transfer effects on the banking stability and performance.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2085264

By:

Younes, R.

Publication type:

Article

Default Swaps and Director Oversight: Lessons from AIG.

Published in:

Journal of Corporation Law, 2010, v. 35, n. 4, p. 757

By:

Vasudev, P. M.

Publication type:

Article

The market model of CDO spreads.

Published in:

Control & Cybernetics, 2015, v. 44, n. 1, p. 149

By:

Gątarek, Dariusz;
Petrov, Vesselin;
Stavrou, Athanasios

Publication type:

Article

ДЕРИВАТИВНИ ФИНАНСОВИ ИНСТРУМЕНТИ - ОСНОВНИ ВИДОВЕ, ХАРАКТЕРИСТИКИ И ТЕНДЕНЦИИ НА ГЛОБАЛНИЯ ПАЗАР

Published in:

New Knowledge Journal of Science / Novo Znanie, 2019, v. 8, n. 1, p. 20

By:

Павлов, Васил

Publication type:

Article

Financial Market Reactions to the Russian Invasion of Ukraine.

Published in:

Review (00149187), 2022, v. 104, n. 4, p. 266, doi. 10.20955/r.104.266-96

By:

Neely, Christopher J.

Publication type:

Article

Indifference pricing of credit default swaps in a multi-period model.

Published in:

Journal of Industrial & Management Optimization, 2023, v. 19, n. 11, p. 1, doi. 10.3934/jimo.2023041

By:

Xie, Ayu;
Lin, Jianwei;
Qian, Xiaosong

Publication type:

Article

PRICING CREDIT DERIVATIVES UNDER A CORRELATED REGIME-SWITCHING HAZARD PROCESSES MODEL.

Published in:

Journal of Industrial & Management Optimization, 2017, v. 13, n. 3, p. 1395, doi. 10.3934/jimo.2016079

By:

YINGHUI DONG;
KAM CHUEN YUEN;
GUOJING WANG

Publication type:

Article

Analysis of the Collateralized Debt Obligation Scheme Applied to the Newsboy Problem.

Published in:

International Journal of Business & Information, 2012, v. 7, n. 1, p. 30

By:

Rina Isogai;
Satoshi Ohashi;
Ushio Sumita

Publication type:

Article

Credit Derivatives and Analyst Behavior.

Published in:

Accounting Review, 2016, v. 91, n. 5, p. 1315, doi. 10.2308/accr-51381

By:

Batta, George Eli;
Jiaping Qiu;
Fan Yu

Publication type:

Article

Regime-Dependent Sovereign Risk Pricing During the Euro Crisis.

Published in:

Review of Finance, 2017, v. 21, n. 1, p. 363, doi. 10.1093/rof/rfw050

By:

Delatte, Anne-Laure;
Fouquau, Julien;
Portes, Richard

Publication type:

Article

Risks of Latin America sovereign debts before and after the financial crisis.

Published in:

Applied Economics, 2014, v. 46, n. 14, p. 1665, doi. 10.1080/00036846.2014.881976

By:

Wang, Alan T.;
Yao, Chengxue

Publication type:

Article

DILEMMAS OVER FINANCIAL INNOVATION DEVELOPMENT. THE CASE OF CREDIT DERIVATIVES.

Published in:

Interdisciplinary Management Research, 2011, v. 7, p. 498

By:

Pruchnicka-Grabias, Izabela

Publication type:

Article

Pricing Portfolio Credit Derivatives with Stochastic Recovery and Systematic Factor.

Published in:

IAENG International Journal of Applied Mathematics, 2013, v. 43, n. 4, p. 176

By:

Yuko Otani;
Imai, Junichi

Publication type:

Article

Does the use of hedge derivatives improve the credit ratings of Brazilian companies?

Published in:

Revista Contabilidade & Finanças - USP, 2020, v. 31, n. 82, p. 50, doi. 10.1590/1808-057x201908740

By:

Moreira Antônio, Rafael;
Augusto Ambrozini, Marcelo;
Medeiros Magnani, Vinícius;
Rathke, Alex A. T.

Publication type:

Article

CORRELATED DEFAULTS IN INTENSITY-BASED MODELS.

Published in:

Mathematical Finance, 2007, v. 17, n. 2, p. 155, doi. 10.1111/j.1467-9965.2007.00298.x

By:

Fan Yu

Publication type:

Article

Credit Derivatives and the Default Risk of Large Complex Financial Institutions.

Published in:

Journal of Financial Services Research, 2012, v. 42, n. 1/2, p. 85, doi. 10.1007/s10693-011-0121-z

By:

Calice, Giovanni;
Ioannidis, Christos;
Williams, Julian

Publication type:

Article

How Much Do Banks Use Credit Derivatives to Hedge Loans?

Published in:

Journal of Financial Services Research, 2009, v. 35, n. 1, p. 1, doi. 10.1007/s10693-008-0046-3

By:

Minton, Bernadette A.;
Stulz, René;
Williamson, Rohan

Publication type:

Article

Teaching the Crisis: A Primer.

Published in:

Sociology, 2014, v. 48, n. 5, p. 904, doi. 10.1177/0038038514539062

By:

Granter, Edward;
Tischer, Daniel

Publication type:

Article

TITULARIZAÇÃO SINTÉTICA DE CRÉDITOS BANCÁRIOS COM RECURSO A GARANTIAS.

Published in:

Actualidad Jurídica (1578-956X), 2024, n. 64, p. 92

By:

Zambujo, Diogo;
Frias, Hélder

Publication type:

Article

ON DEFAULT CORRELATION AND PRICING OF COLLATERALIZED DEBT OBLIGATION BY COPULA FUNCTIONS.

Published in:

International Journal of Information Technology & Decision Making, 2006, v. 5, n. 3, p. 483, doi. 10.1142/S0219622006002076

By:

PING LI;
HOUSHENG CHEN;
XIAOTIE DENG;
SHUNMING ZHANG

Publication type:

Article

Credit Derivatives Market In Turkey: Results Of A Survey Study.

Published in:

Journal of Academic Studies, 2007, v. 9, n. 32, p. 57

By:

Anbar, Adem;
Karabiyik, Lale

Publication type:

Article

Credit Derivatives and their Applicability to the Turkish Banking Sector.

Published in:

Journal of Academic Studies, 2006, v. 7, n. 28, p. 25

By:

Anbar, Adem

Publication type:

Article

Credit Default Swaps and Debt Overhang.

Published in:

Management Science, 2022, v. 68, n. 3, p. 2069, doi. 10.1287/mnsc.2020.3953

By:

Wong, Tak-Yuen;
Yu, Jin

Publication type:

Article

Financial Innovation and Financial Intermediation: Evidence from Credit Default Swaps.

Published in:

Management Science, 2021, v. 67, n. 5, p. 3150, doi. 10.1287/mnsc.2019.3560

By:

Butler, Alexander W.;
Gao, Xiang;
Uzmanoglu, Cihan

Publication type:

Article

The Total Return Swap Pricing Model under Fuzzy Random Environments.

Published in:

Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/9762841

By:

Wu, Liang;
Wang, Jun-tao;
Liu, Jie-fang;
Zhuang, Ya-ming

Publication type:

Article

The Characterization of Credit Derivatives --as the IRS Told Us but We've Not Been Listening?

Published in:

International Tax Journal, 2004, v. 30, n. 2, p. 1

By:

Ruble, R.J.

Publication type:

Article

Collateralized Debt Obligations.

Published in:

International Economy, 2007, v. 21, n. 3, p. 12

By:

Sumerlin, Marc;
Katzovitz, Loren M.

Publication type:

Article

Semi-analytic Approaches to Collateralized Debt Obligation Modelling.

Published in:

Economic Notes, 2004, v. 33, n. 2, p. 233, doi. 10.1111/j.0391-5026.2004.00131.x

By:

Bluhm, Christian;
Overbeck, Ludger

Publication type:

Article

Basic Insights in Pricing Basket Credit Derivatives.

Published in:

Economic Notes, 2002, v. 31, n. 2, p. 255, doi. 10.1111/1468-0300.00087

By:

Esposito, M.

Publication type:

Article

DELAWARE CHANCERY COURT AFFIRMS RIGHTS OF TRUPS HOLDERS.

Published in:

Banking Law Journal, 2012, v. 129, n. 7, p. 610

By:

Berman, Rey M.;
Cioffi, Greg B.;
Dine, Jeffrey M.;
Hyland, Mark J.

Publication type:

Article

A FULLY NON-LINEAR PDE PROBLEM FROM PRICING CDS WITH COUNTERPARTY RISK.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2012, v. 17, n. 6, p. 2001, doi. 10.3934/dcdsb.2012.17.2001

By:

Bei Hu;
Lishang Jiang;
Jin Liang;
Wei Wei

Publication type:

Article

Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches.

Published in:

Applied Economics, 2021, v. 53, n. 58, p. 6770, doi. 10.1080/00036846.2021.1949430

By:

Tiwari, Aviral Kumar;
Pathak, Rajesh;
DasGupta, Ranjan;
Sadorsky, Perry

Publication type:

Article

Measuring systemic risk with a dynamic copula-based approach.

Published in:

Applied Economics, 2021, v. 53, n. 50, p. 5843, doi. 10.1080/00036846.2021.1931007

By:

Jang, Hyun Jin;
Pan, Xiao;
Park, Sumin

Publication type:

Article

Inaccurate Dependence Measures in Credit Models for Non-Normal Variables.

Published in:

Banking & Finance Review, 2011, v. 3, n. 2, p. 159

By:

Moreira, Fernando

Publication type:

Article

Could Better Accounting Have Prevented the Current Liquidity Crisis?

Published in:

Journal of Financial Service Professionals, 2008, v. 62, n. 1, p. 6

By:

Wagoner, Joel

Publication type:

Article

SKOLOS INSTRUMENTAI IR JŲ RIZIKINGUMAS PASAULINĖS FINANSŲ KRIZĖS KONTEKSTE.

Published in:

Economics & Management, 2009, p. 180

By:

Sinevičienė, Lina;
Vasiliauskaitč, Asta

Publication type:

Article

RETHINKING THE LAW AND ECONOMICS OF POST-CRISIS MICRO-PRUDENTIAL REGULATION: THE NEED TO INVERT THE RELATIONSHIP OF LAW TO ECONOMICS?

Published in:

Review of Banking & Financial Law, 2019, v. 39, n. 2, p. 639

By:

H-Y CHIU, IRIS

Publication type:

Article

HAZARDOUS HEDGING: THE (UNACKNOWLEDGED) RISKS OF HEDGING WITH CREDIT DERIVATIVES.

Published in:

Review of Banking & Financial Law, 2014, v. 33, n. 2, p. 813

By:

FLETCHER, GINA-GAIL S.

Publication type:

Article

DEFINING SECURITIZATION.

Published in:

Southern California Law Review, 2012, v. 85, n. 5, p. 1229

By:

LIPSON, JONATHAN C.

Publication type:

Article

TEI Comments on Draft Research Credit Directives.

Published in:: Tax Executive, 2016, v. 68, n. 1, p. 67
Publication type:: Article

Market Shaping as an Answer to Ambiguities: The Case of Credit Derivatives.

Published in:

Organization Studies, 2009, v. 30, n. 5, p. 549, doi. 10.1177/0170840609106113

By:

Huault, Isabelle;
Montagner, Hélène Rainelli-Le

Publication type:

Article

A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns.

Published in:

Computational Economics, 2021, v. 58, n. 4, p. 965, doi. 10.1007/s10614-020-09981-5

By:

Chang, Kuang-Liang

Publication type:

Article

An Analytic Approximation for Valuation of the American Option Under the Heston Model in Two Regimes.

Published in:

Computational Economics, 2020, v. 56, n. 2, p. 499, doi. 10.1007/s10614-019-09939-2

By:

Jeon, Junkee;
Huh, Jeonggyu;
Park, Kyunghyun

Publication type:

Article

Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives.

Published in:

Computational Economics, 2020, v. 55, n. 1, p. 1, doi. 10.1007/s10614-018-9828-3

By:

Rostan, Pierre;
Rostan, Alexandra;
Racicot, François-Éric

Publication type:

Article

قياس أثر تحليل البيانات الضخمة كمتغير معدل على العلاقة بين قابلية التقارير المالية السنوية للقراءة والقيمة السوقية للشركة: دراسة تطبيقية.

Published in:

Financial & Business Studies Journal / Maǧallaẗ Al-Dirāsāt Al-Māliyyaẗ wa Al-Tiǧāriyyaẗ, 2025, v. 35, n. 1, p. 229

By:

هناء على عبد الل&#1607

Publication type:

Article

Optimal Credit Swap Portfolios.

Published in:

Management Science, 2014, v. 60, n. 9, p. 2291, doi. 10.1287/mnsc.2013.1890

By:

Giesecke, Kay;
Baeho Kim;
Kim, Jack;
Tsoukalas, Gerry

Publication type:

Article

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives.

Published in:

Management Science, 2000, v. 46, n. 1, p. 46, doi. 10.1287/mnsc.46.1.46.15124

By:

Das, Sanjiv Ranjan;
Sundaram, Rangarajan K.

Publication type:

Article

Dynamic Stock Dependence and Monetary Variables in the United States (2000-2016): A Copula and Neural Network Approach.

Published in:

Lecturas de Economia, 2022, n. 96, p. 201, doi. 10.17533/udea.le.n96a345321

By:

Sosa, Miriam;
Bucio, Christian;
Ortiz, Edgar

Publication type:

Article

Editorial Conclusion for the Special Issue "New Theory and Applications of Nonlinear Analysis, Fractional Calculus and Optimization".

Published in:

2024

By:

Du, Wei-Shih

Publication type:

Editorial