Works matching IS 10598596 AND DT 2008 AND VI 18 AND IP 1

Results: 7

On Pricing CDOs with Meixner Distributions.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 86, doi. 10.3905/jfi.2008.708845

By:

Nimmanunta, Kridsda;
Chiarawongse, Anant;
Tirapat, Sunti

Publication type:

Article

Forced Selling of Fallen Angels.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 72, doi. 10.3905/jfi.2008.708844

By:

Ambrose, Brent W.;
Cai, Nianyun (Kelly);
Helwege, Jean

Publication type:

Article

The Slope of Credit Spread Curves.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 56, doi. 10.3905/jfi.2008.708843

By:

Jing-Zhi Huang;
Xiongfei Zhang

Publication type:

Article

Market Expectations and Default Risk Premium in Credit Default Swap Prices: A Study of Argentine Default.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 37, doi. 10.3905/jfi.2008.708842

By:

Zhang, Frank Xiaoling

Publication type:

Article

Modeling Simultaneous Defaults: A Top-Down Approach.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 25, doi. 10.3905/jfi.2008.708841

By:

Kunisch, Michael;
Uhrig-Homburg, Marliese

Publication type:

Article

The Pricing of Correlated Default Risk: Evidence from the Credit Derivatives Market.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 5, doi. 10.3905/jfi.2008.708840

By:

Tarashev, Nikola;
Haibin Zhu

Publication type:

Article

Untitled.

Published in:

Journal of Fixed Income, 2008, v. 18, n. 1, p. 1

By:

Kon, Stanley J.

Publication type:

Article