The debt and equity linkage and the valuation of credit derivatives
|
2004 |
Keenan, Sean C. |
Credit derivatives as an efficient way of transitioning to optimal portfolios
|
2004 |
Gil, Alla |
Synthetic securitisation and structured portfolio credit derivatives
|
2004 |
Hawkins, Paul |
Integrating credit derivatives and securitisation technology: the collateralised synthetic obligation
|
2004 |
Choudhry, Moorad |
Considerations for dynamic and static, cash and synthetic collateralised debt obligations
|
2004 |
Batchvarov, Alexander |
Extreme events and multi-name credit derivatives
|
2004 |
Mashal, Roy |
Reduced-form models: curve construction and the pricing of credit swaps, options and hybrids
|
2004 |
Andersen, Leif |
CDOs of CDOs: art eating itself?
|
2004 |
Smith, Darren |
Modelling and hedging of default risk
|
2004 |
Jeanblanc, Monique |
Using guarantees and credit derivatives to reduce credit risk capital requirements under the new Basel Capital Accord
|
2004 |
Heitfield, Erik |
Credit derivatives: the past, the present and the future
|
2004 |
Reoch, Robert |
The determinants of credit spread returns
|
2004 |
Hottinga, Jouke |
Portfolio credit risk models
|
2004 |
Gupton, Greg M. |
Overview of the CDO market
|
2004 |
Murphy, Eileen |
Valuation and risk analysis of synthetic collateralised debt obligations: a copula function approach
|
2004 |
Li, David |
ISDA's role in the credit derivatives marketplace
|
2004 |
Marshall, Louise |
Credit linked notes
|
2004 |
Tzani, Rodanthy |
What's driving the default swap basis?
|
2004 |
Hjort, Viktor |
What is the value of modified restructuring?
|
2004 |
Reyfman, Alex |
Nth to default swaps and notes: all about default correlation
|
2004 |
Lucas, Douglas |