Credit Derivatives
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Published By John Wiley & Sons, Inc.

9781119208631, 9780470686447

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Valuation and Risk: Basic Concepts and the Default and Recovery Model

Credit Derivatives ◽

10.1002/9781119208631.ch9 ◽

2015 ◽

pp. 81-111

Keyword(s):

Recovery Model ◽

Basic Concepts

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Credit Portfolios and Portfolio Risk

Credit Derivatives ◽

10.1002/9781119208631.ch6 ◽

2015 ◽

pp. 43-47

Keyword(s):

Portfolio Risk

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Asset Swaps and Asset Swap Spread; z-Spread

Credit Derivatives ◽

10.1002/9781119208631.ch3 ◽

2015 ◽

pp. 29-34 ◽

Cited By ~ 1

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“Single Name” CDS

Credit Derivatives ◽

10.1002/9781119208631.ch25 ◽

2015 ◽

pp. 303-311

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Alternative Copulas

Credit Derivatives ◽

10.1002/9781119208631.ch23 ◽

2015 ◽

pp. 289-295

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Default and Recovery Data; Transition Matrices; Historical Pricing

Credit Derivatives ◽

10.1002/9781119208631.ch2 ◽

2015 ◽

pp. 15-28 ◽

Cited By ~ 2

Keyword(s):

Transition Matrices

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Total Return Swaps

Credit Derivatives ◽

10.1002/9781119208631.ch16 ◽

2015 ◽

pp. 167-169

Keyword(s):

Total Return Swaps

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Spread Options, Callable/Puttable Bonds, Callable Asset Swaps, Callable Default Swaps

Credit Derivatives ◽

10.1002/9781119208631.ch15 ◽

2015 ◽

pp. 159-165

Keyword(s):

Spread Options

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System Implementation

Credit Derivatives ◽

10.1002/9781119208631.ch28 ◽

2015 ◽

pp. 323-334

Keyword(s):

System Implementation

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Portfolio Product Types

Credit Derivatives ◽

10.1002/9781119208631.ch19 ◽

2015 ◽

pp. 181-226

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