Works matching DE "CREDIT derivatives"

Results: 316

TEI Comments on Draft Research Credit Directives.

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

Financial Globalisation, State Autonomy and Modern Financial Instruments: The Case of Brazil.

Published in:

Globalizations, 2009, v. 6, n. 4, p. 433, doi. 10.1080/14747730903298645

By:

Mullins, Martin;
Murphy, Finbarr

Publication type:

Article

Credit check: Why you should take this reporter's calls.

Published in:

Public Relations Tactics, 2005, v. 12, n. 12, p. 15

By:

Patterson, Dean

Publication type:

Article

A critical review of neoclassical modeling techniques in structured finance.

Published in:

Journal of Post Keynesian Economics, 2013, v. 35, n. 3, p. 319, doi. 10.2753/PKE0160-3477350301

By:

Fahey, Brian

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

Copulas and Portfolios in the Electric Vehicle Sector.

Published in:

Journal of Risk & Financial Management, 2022, v. 15, n. 3, p. 132, doi. 10.3390/jrfm15030132

By:

Stenšin, Andrej;
Bloznelis, Daumantas

Publication type:

Article

Probability of Default and Default Correlations.

Published in:

Journal of Risk & Financial Management, 2016, v. 9, n. 3, p. 1, doi. 10.3390/jrfm9030007

By:

Weiping Li

Publication type:

Article

KREDİ TEMERRÜT SWAPLARI VE GELİŞMEKTE OLAN ÜLKELER ÜZERİNE KARŞILAŞTIRMALI BİR ANALİZ.

Published in:

Uludağ Journal of Economy & Society / Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2020, v. 39, n. 2, p. 87

By:

DURAL, Fatma;
SARIOĞLU, Serra Eren

Publication type:

Article

Does Financial Derivative Hedging Reduce Firms’ Financial Constraints?

Published in:

Journal of Accounting & Finance (2158-3625), 2024, v. 24, n. 2, p. 19, doi. 10.33423/jaf.v24i2.6982

By:

Patil, Bharat

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

Enhanced disclosure of credit derivatives, information asymmetry and credit risk.

Published in:: Journal of Business Finance & Accounting, 2022, v. 49, n. 4, p. 717, doi. 10.1111/jbfa.12568
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

Licensing the gatekeeper? Public pathways, social significance and the ISDA Credit Derivatives Determinations Committees.

Published in:

Transnational Legal Theory, 2015, v. 6, n. 2, p. 370, doi. 10.1080/20414005.2015.1083223

By:

Biggins, John;
Scott, Colin

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

The Oil Futures and Options Markets in 2020: The "Message from Markets".

Published in:

Review of Pacific Basin Financial Markets & Policies, 2021, v. 24, n. 4, p. 1, doi. 10.1142/S0219091521500302

By:

Ronn, Ehud I.

Publication type:

Article

Effects of Derivatives on Bank Risk.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2006, v. 9, n. 2, p. 275, doi. 10.1142/S0219091506000756

By:

Yang, Dong-Hoon;
Song, Inman;
Yi, Junesuh;
Yoon, Young-Hyeon

Publication type:

Article

FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK.

Published in:

International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 4, p. 1, doi. 10.1142/S0219024921500217

By:

KIM, SUNG IK;
KIM, YOUNG SHIN

Publication type:

Article

HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH.

Published in:

International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024918500577

By:

LIU, WEN-QIONG;
HUANG, WEN-LI

Publication type:

Article

CREDIT RISK VALUATION WITH RATING TRANSITIONS AND PARTIAL INFORMATION.

Published in:

International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 7, p. -1, doi. 10.1142/S0219024914500460

By:

HAINAUT, DONATIEN;
ROBERT, CHRISTIAN YANN

Publication type:

Article

CREDIT MODELING UNDER JUMP DIFFUSIONS WITH EXPONENTIALLY DISTRIBUTED JUMPS - STABLE CALIBRATION, DYNAMICS AND GAP RISK.

Published in:

International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 4, p. -1, doi. 10.1142/S0219024913500210

By:

HELLMICH, MARTIN;
KASSBERGER, STEFAN;
SCHMIDT, WOLFGANG M.

Publication type:

Article

PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 4, p. -1, doi. 10.1142/S0219024913500180

By:

BANERJEE, TAMAL;
GHOSH, MRINAL K.;
IYER, SRIKANTH K.

Publication type:

Article

CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS.

Published in:

International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 4, p. -1, doi. 10.1142/S0219024913500192

By:

CHIARELLA, CARL;
MAINA, SAMUEL CHEGE;
SKLIBOSIOS, CHRISTINA NIKITOPOULOS

Publication type:

Article

INFORMATIONALLY DYNAMIZED GAUSSIAN COPULA.

Published in:

International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 2, p. -1, doi. 10.1142/S0219024913500088

By:

CRÉPEY, S.;
JEANBLANC, M.;
WU, D.

Publication type:

Article

RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 8, p. -1, doi. 10.1142/S0219024912500598

By:

LEUNG, TIM;
LIU, PENG

Publication type:

Article

RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 2, p. 1250011-1, doi. 10.1142/S0219024912500112

By:

DIENER, NICOLAS;
JARROW, ROBERT;
PROTTER, PHILIP

Publication type:

Article

INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES.

Published in:

International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 5, p. 611, doi. 10.1142/S0219024911006413

By:

HILLAIRET, CAROLINE;
JIAO, YING

Publication type:

Article

NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs.

Published in:

International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 6, p. 979, doi. 10.1142/S0219024910006078

By:

EICHLER, A.;
LEOBACHER, G.;
ZELLINGER, H.

Publication type:

Article

Change Analysis for the Dependence Structure and Dynamic Pricing of Basket Default Swaps.

Published in:

European Financial Management, 2015, v. 21, n. 4, p. 646, doi. 10.1111/eufm.12036

By:

Li, Ping;
Li, Ze‐Zheng

Publication type:

Article

Time- Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times.

Published in:

European Financial Management, 2015, v. 21, n. 3, p. 430, doi. 10.1111/j.1468-036X.2013.12020.x

By:

Forte, Santiago;
Lovreta, Lidija

Publication type:

Article

Market and Model Credit Default Swap Spreads: Mind the Gap!

Published in:

European Financial Management, 2011, v. 17, n. 4, p. 655, doi. 10.1111/j.1468-036X.2009.00516.x

By:

Bedendo, Mascia;
Cathcart, Lara;
El-Jahel, Lina

Publication type:

Article

The Subprime Panic.

Published in:

European Financial Management, 2009, v. 15, n. 1, p. 10, doi. 10.1111/j.1468-036X.2008.00473.x

By:

Gorton, Gary

Publication type:

Article

Credit derivatives: international developments and lessons for India.

Published in:

Macroeconomics & Finance in Emerging Market Economies, 2010, v. 3, n. 1, p. 147, doi. 10.1080/17520840903498263

By:

Guru, Anuradha

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

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

Residential Mortgage Credit Derivatives.

Published in:

Real Estate Economics, 2011, v. 39, n. 4, p. 671, doi. 10.1111/j.1540-6229.2011.00309.x

By:

Duarte, Jefferson;
McManus, Douglas A.

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

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

DOES FINANCIAL RISK MATTER FOR FINANCIAL PERFORMANCE IN SHARIA BANKS?

Published in:

Jurnal Ilmu Ekonomi Terapan, 2023, v. 8, n. 1, p. 24, doi. 10.20473/jiet.v8i1.44675

By:

Fitri Amijaya, Rachmania Nurul;
Alaika, Rochmatulloh

Publication type:

Article

The dangers of ideology and the virtues of pragmatism.

Published in:: 2021
Publication type:: Book Review

The Influence of Credit Risk Using Derivative Financial Instruments on the Performance Commercial banks.

Published in:

Journal of Economics & Administrative Sciences, 2024, v. 30, n. 140, p. 544, doi. 10.33095/yrj09342

By:

Mohammed, Muna Jabbar

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

How Does the Market Value Toxic Assets?

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 2, p. 297, doi. 10.1017/S0022109014000222

By:

Longstaff, Francis A.;
Myers, Brett W.

Publication type:

Article

The Valuation of Default-Triggered Credit Derivatives.

Published in:

Journal of Financial & Quantitative Analysis, 2003, v. 38, n. 2, p. 359, doi. 10.2307/4126755

By:

Ren-Raw Chen;
Sopranzetti, Ben J.

Publication type:

Article

Credit Contagion from Counterparty Risk.

Published in:

Journal of Finance (Wiley-Blackwell), 2009, v. 64, n. 5, p. 2053, doi. 10.1111/j.1540-6261.2009.01494.x

By:

JORION, PHILIPPE;
ZHANG, GAIYAN

Publication type:

Article

Frailty Correlated Default.

Published in:

Journal of Finance (Wiley-Blackwell), 2009, v. 64, n. 5, p. 2089, doi. 10.1111/j.1540-6261.2009.01495.x

By:

DUFFIE, DARRELL;
ECKNER, ANDREAS;
HOREL, GUILLAUME;
SAITA, LEANDRO

Publication type:

Article

An Empirical Analysis of the Pricing of Collateralized Debt Obligations.

Published in:

Journal of Finance (Wiley-Blackwell), 2008, v. 63, n. 2, p. 529, doi. 10.1111/j.1540-6261.2008.01330.x

By:

LONGSTAFF, FRANCIS A.;
RAJAN, ARVIND

Publication type:

Article

Ulaganje u kreditne derivate na tržištima u razvoju.

Published in:

Financing, 2020, n. 2, p. 29, doi. 10.7251/FIN2002029R

By:

Radivojac, Goran;
Grujić, Miloš

Publication type:

Article

Using equity options to imply credit information.

Published in:

Annals of Operations Research, 2011, v. 185, n. 1, p. 45, doi. 10.1007/s10479-009-0627-z

By:

Elkhodiry, Angie;
Paradi, Joseph;
Seco, Luis

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

IMPACT OF CURRENT FINANCIAL CRISIS ON DISCLOSURES ON FINANCIAL INSTRUMENTS.

Published in:

Scientific Annals of the 'Alexandru Ioan Cuza' University of Iasi: Economic Sciences Series, 2010, p. 41

By:

Huian, Maria Carmen

Publication type:

Article