Results 131 to 140 of about 33,753 (322)
The Relationship between Credit Default Swaps and Net Portfolio Investments: The Case of Turkey [PDF]
, 2021 Mehmet Nar
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, 2019 This article presents a model for valuing a credit default swap (CDS) contract that is affected by the credit risks of the buyer, seller and reference entity. Many people in market believe that, if a CDS is fully collateralized, there is no risk of failure to pay.
openaire +2 more sources
Evolutionary and environmental drivers of dry‐season deciduousness in a legume genus
New Phytologist, EarlyView.Summary Leaf deciduousness is a key drought‐avoidance strategy in tropical flora, reducing water loss during seasonal dry periods. While winter‐deciduousness in temperate regions is well‐understood, the evolutionary and environmental drivers of dry‐season deciduousness remain poorly explored.
Cibele Cássia‐Silva +7 more
wiley +1 more source
Credit Spread Modeling: Macro-financial versus HOC Approach
Economic Analysis, 2014 The aim of this paper is to throw light on the relationship between credit spread changes and past changes of U.S. macro-financial variables when invariants do not have Gaussian distribution.
Sanja Dudaković
doaj
Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption [PDF]
Equity Default Swaps are new equity derivatives designed as a product for credit investors.Equipped with a novel pricing result, we provide closedform values that give an analytic contribution to the viability of cross-asset trading related to credit ...
Campi, L., Sbuelz, A.
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Pricing and trading credit default swaps in a hazard process model [PDF]
, 2008 Tomasz R. Bielecki +2 more
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Sociological Forum, EarlyView.ABSTRACT Drawing on 71 interviews with 20 respondents across four waves before and after their graduation, we explore whether and how the transition from college to career can lead to new experiences with and understandings of gender inequality for elite graduates of color. While all respondents experienced or witnessed gender inequality and recognized
Emily K. Carian, Amy L. Johnson
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Copula based simulation procedures for pricing basket Credit Derivatives [PDF]
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
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, 2012 This paper examines the contract interpretation strategies adopted by the International Swaps and Derivatives Association (ISDA) for its credit derivatives contracts in the Greek sovereign debt crisis.
Gelpern, Anna, Gulati, Mitu
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Why is Price Discovery in Credit Default Swap Markets News-Specific?
, 2012 Ian W. Marsh, Wolf Wagner
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