| 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 |
| 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 |
| 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 |
| 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 |
Tag hinzufügen