Basic Insights in Pricing Basket Credit Derivatives

Economic Notes - United Kingdom
doi 10.1111/1468-0300.00087
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Fast Pricing of Basket Default Swaps

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2008English

The Pricing of Correlated Default Risk: Evidence From the Credit Derivatives Market

SSRN Electronic Journal
2007English

Pricing for a Basket of LCDS Under Fuzzy Environments

SpringerPlus
Multidisciplinary
2016English

Pricing and Hedging Basket Options With Exact Moment Matching

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2016English

State Price Density Estimation and Nonparametric Pricing of Basket Options

Journal of Mathematical Finance
2015English

The Pricing of Portfolio Credit Risk

SSRN Electronic Journal
2006English

A Comparison of Bond Pricing Models in the Pricing of Credit Risk

SSRN Electronic Journal
1999English

Taxation of Credit Derivatives

SSRN Electronic Journal
2009English

Managing Credit Risk With Credit and Macro Derivatives

Schmalenbach Business Review
2004English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy