Works about CREDIT derivatives

Results: 313

Examining the Research Taxonomy of Credit Default Swaps Literature Through Bibliographic Network Mapping.

Published in:

Journal of Risk & Financial Management, 2025, v. 18, n. 6, p. 303, doi. 10.3390/jrfm18060303

By:

Tabassum;
Sidhu, Jasvinder;
Laskar, Najul

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

Multilevel Simulation of Functionals of Bernoulli Random Variables with Application to Basket Credit Derivatives.

Published in:

Methodology & Computing in Applied Probability, 2015, v. 17, n. 3, p. 579, doi. 10.1007/s11009-013-9380-5

By:

Bujok, K.;
Hambly, B.;
Reisinger, C.

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

The dangers of ideology and the virtues of pragmatism.

Published in:: 2021
Publication type:: Book Review

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

Fear and loathing in the market for US Treasuries and the clearing nostrum.

Published in:

Journal of Applied Corporate Finance, 2024, v. 36, n. 1, p. 29, doi. 10.1111/jacf.12587

By:

Pirrong, Craig

Publication type:

Article

Executive Summaries.

Published in:: 2006
Publication type:: Abstract

The Promise of Credit Derivatives in Nonfinancial Corporations (and Why It's Failed to Materialize).

Published in:

Journal of Applied Corporate Finance, 2006, v. 18, n. 4, p. 54, doi. 10.1111/j.1745-6622.2006.00111.x

By:

Smithson, Charles;
Mengle, David

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

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

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

Analytic results and weighted Monte Carlo simulations for CDO pricing.

Published in:

European Physical Journal B: Condensed Matter, 2012, v. 85, n. 2, p. 1, doi. 10.1140/epjb/e2011-20429-x

By:

Stippinger, M.;
Rácz, É.;
Vető, B.;
Bihary, Zs.

Publication type:

Article

CDS PRİMLERİ ARASINDAKİ ETKİLEŞİM: GELİŞMEKTE OLAN ÜLKELER ÜZERİNE BİR İNCELEME.

Published in:

Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar, 2020, v. 57, n. 651, p. 181

By:

REYHAN, Yasin;
GAZEL, Sümeyra

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

Disastrous Defaults*.

Published in:

Review of Finance, 2021, v. 25, n. 6, p. 1727, doi. 10.1093/rof/rfaa042

By:

Gouriéroux, Christian;
Monfort, Alain;
Mouabbi, Sarah;
Renne, Jean-Paul

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

Collateralized Borrowing and Life-Cycle Portfolio Choice.

Published in:

Research Review, 2006, n. 5, p. 8

By:

Willen, Paul;
Kubler, Felix

Publication type:

Article

BANKA RİSKLERİNİN TÜREV FİNANSAL ARAÇLARLA YÖNETİMİ.

Published in:

Dogus University Journal / Doğuş Üniversitesi Dergisi, 2023, v. 24, n. 2, p. 15, doi. 10.31671/doujournal.1219634

By:

SEREL, Alpaslan;
AKŞEHİRLİ, Nurcihan

Publication type:

Article

THE TALE OF A WHALE.

Published in:

Strategic Finance, 2015, v. 96, n. 10, p. 40

By:

LE GUYADER, LOUIS P.

Publication type:

Article

SHOULD CREDIT DEFAULT SWAP ISSUERS BE SUBJECT TO PRUDENTIAL REGULATION?

Published in:

Journal of Corporate Law Studies, 2010, v. 10, n. 2, p. 427, doi. 10.5235/147359710793129390

By:

Saunders, Benjamin B.

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

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

VALORACIÓN DE CREDIT DEFAULT SWAPS (CDS): UNA APROXIMACIÓN CON EL MÉTODO MONTE CARLO.

Published in:

Cuadernos de Administración (01203592), 2008, v. 21, n. 36, p. 87

By:

Zapata, Juan Camilo Arbeláez;
Ochoa, Cecilia Maya

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

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

Strategic drivers for sustainable implementation of carbon trading in India.

Published in:

Environment, Development & Sustainability, 2023, v. 25, n. 5, p. 4411, doi. 10.1007/s10668-022-02205-w

By:

Bansal, Shashank;
Mukhopadhyay, Mohul;
Maurya, Shipra

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

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

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

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

Credit Derivatives.

Published in:: Federal Reserve Bulletin, 2005, v. 91, n. 2, p. 154
Publication type:: Article

Fair Value Accounting.

Published in:

Federal Reserve Bulletin, 2005, v. 91, n. 1, p. 26, doi. 10.17016/bulletin.2005.91-1-3

By:

Bies, Susan Schmidt

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

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

Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk.

Published in:

Symmetry (20738994), 2022, v. 14, n. 7, p. N.PAG, doi. 10.3390/sym14071330

By:

Farinelli, Simone;
Takada, Hideyuki

Publication type:

Article