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- How to Improve Your Risk Return Profile Using Credit Default Swaps
- Comparing Credit Default Swaps to Insurance Contracts
- Credit Default Swap: Regulations, Changes and Systemic Risk
- Confidential Treatment Requested by Lehman Brothers Holdings, Inc
- A Riskfree Rate in Euros?
- Discussion Paper Series
- The Relationship Between CDS and Bond Spreads
- Credit Default Swap Spreads and Variance Risk Premia∗
- State of the Markets Best Long and Short Risk Strategies
- A Dynamic Programming Approach for Pricing CDS and CDS Options
- Credit Default Swap Pricing and Equity Returns Extending Our Equity Factor Library with the Introduction of Several Credit-To-Equity Signals
- The Lehman Minibonds Crisis in Hong Kong 547
- Explaining Credit Default Swap Spreads with Equity Volatility And
- Credit Default Swaps: Frequently Asked Questions
- Are Mortgage Derivatives Swaps Still Legal
- Credit Variance Risk Premiums
- The Cdo Machine
- The Determinants of Credit Default Swap Rates: an Explanatory Study
- How Do Cdos and Cdss Influence the Crisis of 2008
- Credit Default Swaps and the Synthetic CDO
- Synthetic ABS and Credit Default Swaps Asset-Backed Securities
- Credit Default Swap –Pricing Theory, Real Data Analysis and Classroom Applications Using Bloomberg Terminal
- Credit Default Swaps – a Survey
- Credit Default Swaps
- 34-86358; File No
- Credit Default Swap
- BTO's: the New CDO's?
- The Post-Crisis Corporate CDS Market Nina Boyarchenko, Anna M
- Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
- Credit Derivatives the Basics
- Credit-Implied Volatility Bryan Kelly, Gerardo Manzo, Diogo Palhares
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research
- Single-Name Credit Default Swaps: a Review of the Empirical Academic Literature*
- Explaining Credit Default Swap Spreads with Equity Volatility and Jump Risks of Individual Firms∗
- A Primer on Credit Default Swaps
- Stock Options and Credit Default Swaps: a Joint Framework for Valuation and Estimation
- Things Fall Apart: Regulating the Credit Default Swap Commons†
- Everything You Wanted to Know About Asset Management for High Net
- Credit Default Swap Markets and Credit Risk Pricing – a Comparative
- Transparency in Credit Default Swap Markets
- Taxation of Credit Derivatives
- Valuing Credit Default Swaps I: No Counterparty Default Risk
- The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements
- Credit Default Obligations Vs Credit Default Swap
- On the Pricing of Credit-Linked Notes: Evidence from the Swedish Market
- Credit Default Swap
- Derivative, Normal Backwardation, Contango, Credit Default Swap, Contract for Difference, Futures
- Credit Implied Volatility
- Why Credit Default Swaps Are Securities Under the Investment Advisers Act of 1940
- The Determinants of Credit Default Swap Premia
- Chapter 2 Lehman Brothers-Related Minibonds and Structured Financial Products Sold in Hong Kong
- Counterparty Risk and Contract Volumes in the Credit Default Swap Market1
- Aig in Hindsight
- Pricing Credit Default Swaps with Option-Implied Volatility Charles Cao, Fan Yu, and Zhaodong Zhong
- Credit Default Swaps
- Understanding the Benefits and Risks of Synthetic Collateralized Debt Obligations Jim Armstrong and John Kiff
- POLICY ISSUES FACING the MARKET for CREDIT DERIVATIVES Darrell Duffie
- Credit Default Swaps
- Credit Default Swaps: What Are the Social Benefits and Costs?
- Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data
- Derivative, Normal Backwardation, Contango, Credit Default Swap, Contract for Difference, Futures
- Opportunistic Credit Default Swap Strategies
- Valuing Credit Default Swaps Ii: Modeling Default Correlations
- Credit Default Swaps and Debt Contracts: Spillovers and Extensive Default Premium Choice