Results 281 to 289 of about 175,519 (289)

Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering

Finance and Stochastics, 2011
Rüdiger Frey, Thorsten Schmidt
exaly  

A perspective on credit derivatives

International Review of Financial Analysis, 2002
exaly  

Pricing credit derivatives under incomplete information: a nonlinear-filtering approach

Finance and Stochastics, 2010
Rüdiger Frey, Wolfgang Runggaldier
exaly  

Credit derivatives and bank credit supply

Journal of Financial Intermediation, 2009
exaly  

Credit derivatives

1999
openaire   +1 more source

Credit risk and credit derivatives

Review of Derivatives Research, 1998
openaire   +1 more source

The credit derivatives market

2005
openaire   +1 more source

Credit Spread and Credit Derivatives

2014
openaire   +1 more source

Credit Derivatives and Structured Credit Trading

2008
openaire   +1 more source