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
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- Publication type:
- Article
Untitled.
- Published in:
- Journal of Fixed Income, 2008, v. 18, n. 1, p. 1
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- 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
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- 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
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- 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
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- 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
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- 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
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- Publication type:
- Article