Results 231 to 240 of about 14,887 (246)

PDE approach to valuation and hedging of credit derivatives

Quantitative Finance, 2005
Tomasz R Bielecki, Marek Rutkowski
exaly  

Credit Spread and Credit Derivatives

2014
openaire   +1 more source

The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress

European Journal of Finance, 2011
Sérgio Mayordomo, Juan Ignacio Pena, Juan Romo   +2 more
exaly  

On the necessity to regulate credit derivatives markets

Journal of Banking Regulation, 2009
Rym Ayadi, Patrick Bèhr
exaly  

Credit derivatives

2011
openaire   +2 more sources

Credit Derivatives

2013
John Hull, Alan White
openaire   +2 more sources

The Credit Derivatives Market – A Threat to Financial Stability?

Procedia, Social and Behavioral Sciences, 2012
exaly  

The pricing of credit risk derivatives

Journal of Economic Dynamics and Control, 1997
exaly  

Credit Securitizations and Derivatives

2013
Daniel Roesch, Harald Scheule
exaly  

Credit derivatives and the Dodd–Frank Act: Is the regulatory response appropriate?

Journal of Banking Regulation, 2013
exaly