Results 151 to 160 of about 175,519 (289)
Credit Derivatives and Loan Pricing [PDF]
This paper examines the relationship between the new markets for credit default swaps (CDS) and the pricing of syndicated loans to U.S. corporates. We find that changes in CDS spreads have a significantly positive coefficient and explain about 25% of ...
Norden, L., Wagner, W.B.
core +1 more source
Confessions of a Poverty Researcher: My Journey Through the Foothills of Scholarship
Australian Journal of Social Issues, EarlyView.ABSTRACT This paper describes the key events, experiences and ideas that influenced the author's career as a poverty researcher. He describes how his early disillusion with economics was replaced by a spark of interest in social issues and how his migration from the UK to Australia in the mid‐1970s provided the impetus to begin what became a lifetime ...
Peter Saunders
wiley +1 more source
Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model [PDF]
We present a two-factor stochastic default intensity and interest rate model for pricing single-name default swaptions. The specific positive square root processes considered fall in the relatively tractable class of affine jump diffusions while allowing
Damiano Brigo, Naoufel El-Bachir
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Australian Journal of Social Issues, EarlyView.ABSTRACT Migrant healthcare workers in Australia find themselves at the centre of three intersecting concerns, often presented as ‘crises’ in contemporary discourse: the ‘care crisis’, the ‘housing crisis’ and the ‘migration crisis.’ Yet their own perspectives on these issues are rarely foregrounded. This paper explores the role of homeownership in the
Leah Williams Veazey
wiley +1 more source
Housing as Asset‐Based Welfare in Australia: An Investigation Through a Consumption Lens
Australian Journal of Social Issues, EarlyView.ABSTRACT Housing asset‐based welfare has long been a key component of Australia's social policy. This resonates with a parallel literature identifying a trade‐off between homeownership and the size of nations' welfare states, wherein owner‐occupiers in smaller welfare states tend to come to rely on housing wealth to meet many of their welfare needs ...
Gavin A. Wood +3 more
wiley +1 more source
Credit default swaps:what are the social benefi ts and costs? [PDF]
Credit default swaps (CDSs) are derivative contracts that allow agents to shift the risk of default on an underlying credit from a credit protection buyer to a credit protection seller.
Anderson, R W.
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Advanced NanoBiomed Research, EarlyView.Glioblastoma mortality is driven by cell invasion and therapeutic resistance. We report a cancer engineering approach to evaluate the behavior of heterogeneous cohorts of temozolomide resistant and responsive GBM cells. We show the effect of physiologically‐relevant metronomic dosing on ensemble drug response and invasion.
Victoria A. Kriuchkovskaia +5 more
wiley +1 more source
Hedging with Credit Derivatives and its Strategic Role in Banking Competition [PDF]
The tremendous growth of markets for credit derivatives since the mid 1990's has raised questions regarding the role of these instruments in the banking industry which is heavily exposed to credit risk.
Gerhard Schweimayer, Thilo Pausch
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From microplastics to disinfection by-products: A risky transformation in water treatment. [PDF]
Eco Environ HealthLiu Y, Lyu H, Tang J.
europepmc +1 more source
A Tree Implementation of a Credit Spread Model for Credit Derivatives [PDF]
In this paper we present a tree model for defaultable bond prices which can be used for the pricing of credit derivatives. The model is based upon the two-factor Hull-White (1994) model for default-free interest rates, where one of the factors is taken ...
Philipp J. Schönbucher
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