Perturbation methods in credit derivatives strategies for efficient risk management

Publicado 2021

Collateral management a guide to mitigating counterparty risk

Publicado 2019

An introduction to credit derivatives

por Choudhry, Moorad
Publicado 2004

Credit derivatives a primer on credit risk, modeling, and instruments

Publicado 2006

Credit derivatives and structured credit a guide for investors

por Bruyere, Richard
Publicado 2006

Mastering credit derivatives a step-by-step guide to credit derivatives and structured credit

por Kasapis, Andrew
Publicado 2009

Structured products and related credit derivatives a comprehensive guide for investors

por Lancaster, Brian P.
Publicado 2008

The credit default swap basis

Publicado 2006

An introduction to credit derivatives

por Choudhry, Moorad
Publicado 2013

Credit risk frontiers subprime crisis, pricing and hedging, CVA, MBS, ratings, and liquidity

por Bielecki, Tomasz R., 1955-
Publicado 2011

CDS delivery option better pricing of credit default swaps

por Boberski, David
Publicado 2009

Credit derivative strategies new thinking on managing risk and return

Publicado 2007

The role of credit default swaps in leveraged finance analysis

por Kricheff, Robert, 1963-
Publicado 2013

Understanding credit derivatives and related instruments

por Bomfim, Antulio N.
Publicado 2005