𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Valuing Credit Default Swaps II

✍ Scribed by Hull, John C; White, Alan D


Book ID
126737890
Publisher
Institutional Investor
Year
2001
Tongue
English
Weight
152 KB
Volume
8
Category
Article
ISSN
1074-1240

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Credit default swaps and risk-shifting
✍ Murillo Campello; Rafael Matta πŸ“‚ Article πŸ“… 2012 πŸ› Elsevier Science 🌐 English βš– 185 KB
Explaining credit default swap premia
✍ Christoph Benkert πŸ“‚ Article πŸ“… 2003 πŸ› John Wiley and Sons 🌐 English βš– 169 KB

## Abstract This article proposes a simple approach for explaining credit default swap premia. Specifically, it investigates the effects of historical and option‐implied equity volatility on credit default swap premia, thus extending an idea proposed by Campbell and Taksler (in press) in the contex

The delivery option in credit default sw
✍ Rainer Jankowitsch; Rainer Pullirsch; Tanja VeΕΎa πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 414 KB