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Intuitions of mathematical curves in young children's drawings. [PDF]
Ciccione L +3 more
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Pricing of credit risk and credit risk derivatives : from theory to implementation
Neville Sewnath
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The objective of this paper is to introduce credit derivatives and their uses in financial markets by institutional investors and corporate financial managers. First, the purpose of credit derivatives and their relationship to different types of credit risk will be explained.
Moorad Choudhry +4 more
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Credit, Credit Derivatives, and Credit Default
2011After some empirics we want to build up some theory. This will be done in this and the next chapter. As shown in ch. 19, one of the accelerating and magnifying forces in the recent financially driven boom-bust cycle seems to have come from credit and credit derivatives. Before going into the securitization of debt instruments, which played an important
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2013
AbstractThe following sections are included:IntroductionThe CDS MarketThe single-name CDSCDS as a measure of credit riskMarket featuresFactors determining the credit spreadBond yield and CDS spreadPricing a CDSMultiname credit derivatives: basket products and CDS indicesCollateralized Debt ObligationCase StudiesForward-looking measures of default ...
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AbstractThe following sections are included:IntroductionThe CDS MarketThe single-name CDSCDS as a measure of credit riskMarket featuresFactors determining the credit spreadBond yield and CDS spreadPricing a CDSMultiname credit derivatives: basket products and CDS indicesCollateralized Debt ObligationCase StudiesForward-looking measures of default ...
openaire +2 more sources

