Works matching DE "CREDIT derivatives"

Results: 312

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

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

Credit Derivative Evaluation and CVA Under the Benchmark Approach.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 3, p. 305, doi. 10.1007/s10690-015-9204-4

By:

Baldeaux, Jan;
Platen, Eckhard

Publication type:

Article

Modeling of Contagious Credit Events and Risk Analysis of Credit Portfolios.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 1, p. 43, doi. 10.1007/s10690-011-9141-9

By:

Yamanaka, Suguru;
Sugihara, Masaaki;
Nakagawa, Hidetoshi

Publication type:

Article

Valuation of Portfolio Credit Derivatives with Default Intensities Using the Vasicek Model.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 1, p. 33, doi. 10.1007/s10690-010-9119-z

By:

Liang, Jin;
Ma, Jun;
Wang, Tao;
Ji, Qin

Publication type:

Article

Credit Derivatives in an Affine Framework.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 123, doi. 10.1007/s10690-007-9055-8

By:

Chen, Li;
Filipović, Damir

Publication type:

Article

Implied Default Probability and Credit Derivatives.

Published in:

Asia-Pacific Financial Markets, 2003, v. 10, n. 2/3, p. 129, doi. 10.1007/s10690-005-6007-z

By:

Matsumoto, Koichi

Publication type:

Article

Pricing American Put Options on Default able Bonds.

Published in:

Asia-Pacific Financial Markets, 2002, v. 9, n. 3/4, p. 217, doi. 10.1023/A:1024129531195

By:

Muroi, Yoshifumi

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

FROM VANILLA SWAPS TO EXOTIC CREDIT DERIVATIVES: HOW TO APPROACH THE INTERPRETATION OF CREDIT EVENTS.

Published in:

Fordham Journal of Corporate & Financial Law, 2008, v. 13, n. 5, p. 705

By:

Kim, Jongho

Publication type:

Article

RISK DISTRIBUTION IN THE CAPITAL MARKETS: CREDIT DEFAULT SWAPS, INSURANCE AND A THEORY OF DEMARCATION.

Published in:

Fordham Journal of Corporate & Financial Law, 2007, v. 12, n. 1, p. 167

By:

Schwartz, Robert F.

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

LONG-TERM LENDING FOR PUBLIC-PRIVATE PARTNERSHIP PROJECTS: OPPORTUNITIES AND PROSPECTS.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2024, v. 2, n. 55, p. 64, doi. 10.55643/fcaptp.2.55.2024.4312

By:

Shuliuk, Bohdana;
Kolomyychuk, Nataliya;
Petrushka, Olena

Publication type:

Article

How is the Insurance Industry Faring?

Published in:

Financial Executive, 2009, v. 25, n. 9, p. 51

By:

Porrino, Peter

Publication type:

Article

trading services.

Published in:: Financial Executive, 2001, v. 17, n. 9, p. 17
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

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

US Banks Participation in Credit Derivatives and the Financial Crisis.

Published in:

Journal of Accounting & Finance (2158-3625), 2020, v. 20, n. 8, p. 45, doi. 10.33423/jaf.v20i8.3952

By:

Abbondante, Paul;
Chehab, Adham;
Yibo Xiao

Publication type:

Article

Restoring confidence in the securitisation and derivatives markets.

Published in:

Law & Financial Markets Review, 2009, v. 3, n. 4, p. 342, doi. 10.1080/17521440.2009.11428064

By:

Higgs, Will

Publication type:

Article

ABSTRACTS OF THE ARTICLES.

Published in:: 2011
Publication type:: Abstract

Válság és hitelderivatívák.

Published in:

Economic Review / Kozgazdasagi Szemle, 2011, v. 58, p. 949

By:

ÁKOS, GYARMATI;
PÉTER, MEDVEGYEV

Publication type:

Article

A Comparative Analysis of Basket Default Swaps Pricing Using the Stein Method.

Published in:

ICFAI Journal of Derivatives Markets, 2008, v. 5, n. 2, p. 7

By:

Bastide, Dorinel;
Benhamou, Eric;
Ciucă, Marian

Publication type:

Article

On Correlation and Default Clustering in Credit Markets.

Published in:

Review of Financial Studies, 2010, v. 23, n. 7, p. 2680, doi. 10.1093/rfs/hhq015

By:

Berndt, Antje;
Ritchken, Peter;
Sun, Zhiqiang

Publication type:

Article

Credit risk and contagion via self-exciting default intensity.

Published in:

Annals of Finance, 2015, v. 11, n. 3/4, p. 319, doi. 10.1007/s10436-015-0259-z

By:

Elliott, Robert;
Shen, Jia

Publication type:

Article

Investigating the dependence structure between credit default swap spreads and the U.S. financial market.

Published in:

Annals of Finance, 2010, v. 6, n. 4, p. 511, doi. 10.1007/s10436-009-0139-5

By:

Gatfaoui, Hayette

Publication type:

Article

A Top-Down Approach to Multiname Credit.

Published in:

Operations Research, 2011, v. 59, n. 2, p. 283, doi. 10.1287/opre.1100.0855

By:

Giesecke, Kay;
Goldberg, Lisa R.;
Xiaowei Ding

Publication type:

Article

Risk Analysis of Collateralized Debt Obligations.

Published in:

Operations Research, 2011, v. 59, n. 1, p. 32, doi. 10.1287/opre.1100.0864

By:

Giesecke, Kay;
Baeho Kim

Publication type:

Article

Time-Changed Birth Processes and Multiname Credit Derivatives.

Published in:

Operations Research, 2009, v. 57, n. 4, p. 990, doi. 10.1287/opre.1080.0652

By:

Xiaowei Ding;
Giesecke, Kay;
Tomecek, Pascal I.

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

Collateralized Debt Obligations.

Published in:

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

By:

Sumerlin, Marc;
Katzovitz, Loren M.

Publication type:

Article

Quantifying Correlation Uncertainty Risk in Credit Derivatives Pricing †.

Published in:

International Journal of Financial Studies, 2018, v. 6, n. 2, p. 39, doi. 10.3390/ijfs6020039

By:

Turfus, Colin

Publication type:

Article

From equity to default correlation with taxes.

Published in:

Quantitative Finance, 2020, v. 20, n. 8, p. 1373, doi. 10.1080/14697688.2020.1726436

By:

Liu, Sheen;
Qi, Howard;
Xie, Yan Alice

Publication type:

Article

Risk management of deposit insurance corporations with risk-based premiums and credit default swaps.

Published in:

Quantitative Finance, 2020, v. 20, n. 7, p. 1085, doi. 10.1080/14697688.2020.1726437

By:

Wu, Yang-Che;
Chen, Ting-Fu;
Lin, Shih-Kuei

Publication type:

Article

Interacting default intensity with a hidden Markov process.

Published in:

Quantitative Finance, 2017, v. 17, n. 5, p. 781, doi. 10.1080/14697688.2016.1237036

By:

Yu, Feng-Hui;
Ching, Wai-Ki;
Gu, Jia-Wen;
Siu, Tak-Kuen

Publication type:

Article

A factor contagion model for portfolio credit derivatives.

Published in:

Quantitative Finance, 2015, v. 15, n. 9, p. 1571, doi. 10.1080/14697688.2014.976651

By:

Choe, Geon Ho;
Jang, Hyun Jin;
Kwon, Soon Won

Publication type:

Article

Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution.

Published in:

Quantitative Finance, 2015, v. 15, n. 5, p. 901, doi. 10.1080/14697688.2013.838634

By:

Song, Qingshuo;
Yang, Pengfei

Publication type:

Article

On break-even correlation: the way to price structured credit derivatives by replication.

Published in:

Quantitative Finance, 2015, v. 15, n. 5, p. 829, doi. 10.1080/14697688.2013.812233

By:

Fermanian, Jean-David;
Vigneron, Olivier

Publication type:

Article

A mathematical model for multi-name credit based on community flocking.

Published in:

Quantitative Finance, 2015, v. 15, n. 5, p. 841, doi. 10.1080/14697688.2012.744085

By:

Ha, Seung-Yeal;
Kim, Kyoung-Kuk;
Lee, Kiseop

Publication type:

Article

Oxford Handbook of Credit Derivatives.

Published in:

2014

By:

O'Kane, Dominic

Publication type:

Book Review

Credit gap risk in a first passage time model with jumps.

Published in:

Quantitative Finance, 2013, v. 13, n. 12, p. 1871, doi. 10.1080/14697688.2012.739729

By:

Packham, Natalie;
Schloegl, Lutz;
Schmidt, Wolfgang M.

Publication type:

Article

Economic determinants of default risks and their impacts on credit derivative pricing.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 11, p. 1058, doi. 10.1002/fut.20453

By:

Liao, Szu‐Lang;
Chang, Jui‐Jane

Publication type:

Article

COPULA SENSITIVITY IN COLLATERALIZED DEBT OBLIGATIONS AND BASKET DEFAULT SWAPS.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 1, p. 37, doi. 10.1002/fut.10110

By:

Meneguzzo, Davide;
Vecchiato, Walter

Publication type:

Article

VALUING CREDIT DERIVATIVES USING GAUSSIAN QUADRATURE: A STOCHASTIC VOLATILITY FRAMEWORK.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 1, p. 3, doi. 10.1002/fut.10111

By:

Tahani, Nabil

Publication type:

Article

Editor's Note.

Published in:

2004

By:

Webb, Robert I.

Publication type:

Editorial

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

Financial Innovation, Macroeconomic Stability and Systemic Crises.

Published in:

Economic Journal, 2008, v. 118, n. 527, p. 401, doi. 10.1111/j.1468-0297.2007.02127.x

By:

Gai, Prasanna;
Kapadia, Sujit;
Millard, Stephen;
Perez, Ander

Publication type:

Article

Double-barrier first-passage times of jump-diffusion processes.

Published in:

Monte Carlo Methods & Applications, 2013, v. 19, n. 2, p. 107, doi. 10.1515/mcma-2013-0005

By:

Fernández, Lexuri;
Hieber, Peter;
Scherer, Matthias

Publication type:

Article