A unified approach to Credit Default Swaption and Constant Maturity Credit Default Swap valuation
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Berichte des Fraunhofer-Instituts für Techno- und Wirtschaftsmathematik (ITWM Report) ; 96
- Classification
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Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Kaiserslautern
- (who)
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Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM)
- (when)
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2006
- Creator
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Krekel, M.
Wenzel, J.
- URN
-
urn:nbn:de:hbz:386-kluedo-14596
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:27 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Krekel, M.
- Wenzel, J.
- Fraunhofer-Institut für Techno- und Wirtschaftsmathematik, Fraunhofer (ITWM)
Time of origin
- 2006
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Momentumeffekte bei Credit Default Swap Spreads
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
Persistence of bank credit default swap spreads
Recovery risk in credit default swap premia
Credit default swap spreads and systemic financial risk
Credit default swap : Funktionsweise - Marktteilnehmer - Verhältnis zu Anleihen
Credit Default Swap Regulation in Experimental Bond Markets
Essays on credit default swap and futures markets
Credit default swap auctions
Essays on credit default swap
Essays on credit default swap
Valuation differences between credit default swap and corporate bond markets
Momentumeffekte bei Credit Default Swap Spreads
The Valuation of Credit Default Swap with Counterparty Risk and Collateralization
Persistence of bank credit default swap spreads
Recovery risk in credit default swap premia
Credit default swap spreads and systemic financial risk
Credit default swap : Funktionsweise - Marktteilnehmer - Verhältnis zu Anleihen
Credit Default Swap Regulation in Experimental Bond Markets