Results 201 to 210 of about 520 (246)

High cell-type specificity of eQTLs revealed by single-nucleus analyses of brain and blood

Vochteloo M, Kooijmans A, Bakker J, Oelen R, Niewold J, Kaptijn D, Bonder MJ, van der Wijst M, Huang Y, Bryois J, Tsai EA, Franke L, Westra H.   +12 more
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Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
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Essays on credit default swap

, 2009
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Credit Default Swaps and Systemic Risk

SSRN Electronic Journal, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rama Cont, Andreea Minca
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Credit Default Swaps and Debt Overhang

SSRN Electronic Journal, 2017
We analyze the impact of credit default swaps (CDSs) trading on firm investment, long-term debt financing, and valuation. In our model, the firm is endowed with a real option to initiate a project and enhance its future growth. Its creditors have access to CDS contracts that hedge them against default losses.
Tak-Yuen Wong, Jin Yu
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The Delivery Option in Credit Default Swaps

SSRN Electronic Journal, 2007
Under standard assumptions the deterministic reduced-form credit risk model is not capable of accurately pricing the two fundamental credit risk instruments - bonds and credit default swaps (CDS) - simultaneously. Using a data set of euro-denominated corporate bonds and CDS our paper quantifies this mispricing by calibrating such a model to the bond ...
Jankowitsch, Rainer, Pullirsch, Rainer, Veza, Tanja   +2 more
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MULTI-CURRENCY CREDIT DEFAULT SWAPS

International Journal of Theoretical and Applied Finance, 2019
Credit default swaps (CDS) on a reference entity may be traded in multiple currencies, in that, protection upon default may be offered either in the currency where the entity resides, or in a more liquid and global foreign currency. In this situation, currency fluctuations clearly introduce a source of risk on CDS spreads.
Brigo, D, Pede, N, Petrelli, A
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Valuation of credit default swaps and swaptions

Finance and Stochastics, 2004
This paper aims to develop a valuation framework for single-name credit derivatives that combine an arbitrary numeraire with a general conditional probability of survival arising from a subfiltration. The author starts from first financial principles and proceeds in a self-contained manner within a general probabilistic framework.
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Credit default swaps

2007
Die Diplomarbeit behandelt das Thema Credit Default Swaps, da diese in der Wirtschaft immer mehr an Bedeutung gewinnen. Das ausstehenden Nominalvolumen von Credit Default Swaps ist in den letzten Jahren rasant angestiegen. Ein Grund liegt in der Weiterentwicklung der Standardverträge der International Swaps and Derivatives Association, die zu mehr ...
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