Credit Derivatives: Documenting and understanding credit derivative products

ISSN： 1752-8887

Source： Journal of Risk Management in Financial Institutions, Vol.1, Iss.2, 2008-01, pp. : 227-228

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Oxford Handbook of Credit Derivatives

By O’Kane Dominic

Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. : 25-26

Routledge Ltd

Access to resources Recommend Favorite

Reforming the OTC credit derivatives market

By de Meijer Carlo

Journal of Securities Operations & Custody, Vol. 2, Iss. 3, 2010-01 ,pp. : 231-249

Henry Stewart Publications

Access to resources Recommend Favorite

Bilateral credit valuation adjustment for large credit derivatives portfolios

By Bo Lijun Capponi Agostino

Finance and Stochastics, Vol. 18, Iss. 2, 2014-04 ,pp. : 431-482

Springer Publishing Company

Access to resources Recommend Favorite

PDE approach to valuation and hedging of credit derivatives

By Bielecki Tomasz R. Jeanblanc Monique Rutkowski Marek

Quantitative Finance, Vol. 5, Iss. 3, 2005-06 ,pp. : 257-270

Routledge Ltd

Access to resources Recommend Favorite

Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks

By Ashraf Dawood Altunbas Yener Goddard John

The European Journal of Finance, Vol. 13, Iss. 5, 2007-07 ,pp. : 483-500

Routledge Ltd

Access to resources Recommend Favorite