Results 61 to 70 of about 5,293 (177)

Copula based simulation procedures for pricing basket Credit Derivatives [PDF]

open access: yes
This paper deals with the impact of structure of dependency and the choice of procedures for rare-event simulation on the pricing of multi-name credit derivatives such as nth to default swap and Collateralized Debt Obligations (CDO).
Fathi, Abid, Nader, Naifar
core   +1 more source

Catastrophic risks and the pricing of catastrophe equity put options. [PDF]

open access: yesComput Manag Sci, 2021
Arnone M   +3 more
europepmc   +1 more source

What Will Technology Do to Financial Structure? [PDF]

open access: yes
This paper looks at how advances in information and telecommunications technologies have been changing the structure of the financial system by lowering transaction costs and reducing asymmetric information.
Fredric S. Mishkin, Philip E. Strahan
core  

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