Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Stephen Buser

The Pricing of Default-Free Mortgages

1984English

Related publications

Fast Pricing of Basket Default Swaps

Operations Research
Management ScienceComputer Science ApplicationsOperations Research
2008English

Pricing Default Swaps: Empirical Evidence

Journal of International Money and Finance
EconomicsEconometricsFinance
2005English

Market Frictions and the Pricing of Sovereign Credit Default Swaps

Journal of International Money and Finance
EconomicsEconometricsFinance
2016English

Pricing Default Risk: The Good, the Bad, and the Anomaly

SSRN Electronic Journal
2014English

Adjustable and Fixed Rate Mortgages as a Screening Mechanism for Default Risk

Journal of Urban Economics
Urban StudiesEconomicsEconometrics
2001English

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

SSRN Electronic Journal
2007English

The Role of a Changing Market Environment for Credit Default Swap Pricing

International Journal of Finance and Economics
AccountingEconomicsEconometricsFinance
2016English

Pricing-Hedging Duality for Credit Default Swaps and the Negative Basis Arbitrage

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2019English

Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles

SSRN Electronic Journal
2018English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy