Books on the topic 'Risk Credit Swaps (Finance)'
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Liu, Jun. The market price of credit risk: An empirical analysis of interest rate swap spreads. National Bureau of Economic Research, 2002.
Find full textCDS delivery option: Better pricing of credit default swaps. Bloomberg Press, 2009.
Find full textAndritzky, Jochen R. The pricing of credit default swaps during distress. International Monetary Fund, Monetary and Capital Markets Dept., 2006.
Find full textReporting interest rate swaps: The association of disclosure quality with credit risk and ownership structure. Garland Pub., 1994.
Find full textChan-Lau, Jorge A. Anticipating credit events using credit default swaps, with an application to sovereign debt crises. International Monetary Fund, International Capital Markets Department, 2003.
Find full textInsurance, New York (State) Legislature Assembly Standing Committee on. Public hearing New York's regulation of the credit default swap market. En-De Reporting Services, 2008.
Find full textLongstaff, Francis A. Corporate yield spreads: Default risk or liquidity? New evidence from the credit-default swap market. National Bureau of Economic Research, 2004.
Find full text1952-, Marshall John F., ed. The swaps handbook: Swaps and related risk management instruments. New York Institute of Finance, 1990.
Find full textDaugaard, Daniel. The swaps handbook. Financial Training and Analysis Services, 1991.
Find full textDaugaard, Daniel. The swaps handbook. Financial Training and Analysis Services, 1991.
Find full textThomas, Thiel. Quantifizierung des Risikopotentials innovativer Swapinstrumente. J. Eul, 1993.
Find full textSingh, Manmohan. Are credit default swap spreads high in emerging markets?: An alternative methodology for proxying recovery value. International Monetary Fund, International Capital Markets Dept., 2003.
Find full textHearing to review the role of credit derivatives in the U.S. economy: Hearings before the Committee on Agriculture, House of Representatives, One Hundred Tenth Congress, second session, October 15, November 20, December 8, 2008. U.S. G.P.O., 2009.
Find full textUnited States. Congress. House. Committee on Agriculture. Hearing to review the role of credit derivatives in the U.S. economy: Hearings before the Committee on Agriculture, House of Representatives, One Hundred Tenth Congress, second session, October 15, November 20, December 8, 2008. U.S. G.P.O., 2009.
Find full textBlanco, Roberto. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps. Bank of England, 2004.
Find full textBomfim, Antúlio N. Counterparty credit risk in interest rate swaps during times of market stress. Federal Reserve Board, 2003.
Find full textOberhofer, George D. Rate risk management: Fixed income strategies using futures, options, and swaps. Probus Pub. Co., 1988.
Find full textOricchio, Gianluca. Credit treasury: A credit pricing guide in liquid and non-liquid markets. Palgrave Macmillan, 2011.
Find full textSingh, Manmohan. Overpricing in emerging market credit-default-swap contracts: Some evidence from recent distress cases. International Monetary Fund, Middle East and Central Asia Dept., 2005.
Find full textZhu, Haibin. An empirical comparison of credit spreads between the bond market and the credit default swap market. Bank for International Settlements, 2004.
Find full textChan-Lau, Jorge A. Equity prices, credit default swaps, and bond spreads in emerging markets. International Monetary Fund, 2004.
Find full textAmmann, Manuel. Credit Risk Valuation: Methods, Models, and Applications. Springer Berlin Heidelberg, 2001.
Find full textM, Aparicio Felipe, ed. Optimal control of credit risk. Kluwer Academic Publishers, 2001.
Find full textSwaps/financial derivatives: Products, pricing, applications and risk management. 3rd ed. J. Wiley, 2004.
Find full textBahgat, Ahmad. Fostering the use of financial risk management products in developing countries. African Development Bank, 2002.
Find full textFinancial swaps: New strategies in currency and coupon risk management. Dow Jones-Irwin, 1985.
Find full textHugues, Pirotte, ed. Advanced credit risk analysis: Financial approaches and mathematical models to assess, price, and manage credit risk. John Wiley & Sons, 2001.
Find full textBluhm, Christian. Introduction to credit risk modeling. 2nd ed. Chapman & Hall/CRC, 2010.
Find full textRisk management under UCITS III/IV: A new challenge for the fund industry. Wiley, 2010.
Find full textSzylar, Christian. Risk management under UCITS III/IV: A new challenge for the fund industry. Wiley, 2010.
Find full textFinancial risk management: A practitioner's guide to managing market and credit risk + website. 2nd ed. WILEY, 2012.
Find full textHashem, Pesaran M. Global business cycles and credit risk. National Bureau of Economic Research, 2005.
Find full textHashem, Pesaran M. Global business cycles and credit risk. National Bureau of Economic Research, 2005.
Find full textBoberski, David. CDS Delivery Option: Better Pricing of Credit Default Swaps. Wiley & Sons, Incorporated, John, 2010.
Find full textBoberski, David. CDS Delivery Option: Better Pricing of Credit Default Swaps. Wiley & Sons, Incorporated, John, 2010.
Find full textBoberski, David. CDS Delivery Option: Better Pricing of Credit Default Swaps. Wiley & Sons, Incorporated, John, 2010.
Find full textTheis, Christoph. The Risks and Benefits of Credit Default Swaps and the Impact of a New Regulatory Environment. Haupt Verlag AG, 2014.
Find full textExplaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk. McGraw-Hill, 2010.
Find full textConstantinides, George M. Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities and Credit Default Swaps. World Scientific Publishing Co Pte Ltd, 2014.
Find full textZastawniak, Tomasz, and Marek Capiński. Credit Risk. Cambridge University Press, 2016.
Find full textZastawniak, Tomasz, and Marek Capiński. Credit Risk. Cambridge University Press, 2016.
Find full textHamori, Shigeyuki, and Go Tamakoshi. Credit Default Swap Markets in the Global Economy: An Empirical Analysis. Taylor & Francis Group, 2018.
Find full textHamori, Shigeyuki, and Go Tamakoshi. Credit Default Swap Markets in the Global Economy: An Empirical Analysis. Taylor & Francis Group, 2018.
Find full textHamori, Shigeyuki, and Go Tamakoshi. Credit Default Swap Markets in the Global Economy: An Empirical Analysis. Taylor & Francis Group, 2020.
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