结果：找到“Credit default swaps”相关内容12个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
paulson&co hedge fund 保尔森 对冲基金 大空头 交易分析ppt5 个回复 - 1901 次查看 点上面附件图标，上传附件后可设置现金定价 OverviewIn 2006, John Paulson organized Paulson Credit Opportunity Fund that bet against bonds backed by subprime mortgages using credit default swaps.[5] ...2017-10-17 15:07 - pgbing - 现金交易版
Valuation of Credit Default Swaps - Lehman Brothers
4 个回复 - 2571 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）
4 个回复 - 2571 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）
The Economics of Credit Default Swaps
2 个回复 - 961 次查看 Jarrow, R. A. (2011). The Economics of Credit Default Swaps. Annu. Rev. Financ. Econ., 3(1), 235-257. 【作者(必填)】Robert A. Jarrow 【文题(必填)】The Economics of Credit Default Swaps 【年份 ...2015-6-29 21:09 - rickycy - 求助成功区
2 个回复 - 961 次查看 Jarrow, R. A. (2011). The Economics of Credit Default Swaps. Annu. Rev. Financ. Econ., 3(1), 235-257. 【作者(必填)】Robert A. Jarrow 【文题(必填)】The Economics of Credit Default Swaps 【年份 ...2015-6-29 21:09 - rickycy - 求助成功区
A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty
1 个回复 - 1468 次查看 【作者(必填)】Xue Liangab* & Yinghui Donga 【文题(必填)】A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk 【年份(必填)】 Received: 19 Feb 2011 Accepted: ...2014-4-9 12:22 - nkky2011 - 求助成功区
1 个回复 - 1468 次查看 【作者(必填)】Xue Liangab* & Yinghui Donga 【文题(必填)】A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty Risk 【年份(必填)】 Received: 19 Feb 2011 Accepted: ...2014-4-9 12:22 - nkky2011 - 求助成功区
The pricing of credit default swaps under a generalized mixed fractional Brownia
1 个回复 - 536 次查看 【作者(必填)】 x j He 【文题(必填)】 The pricing of credit default swaps under a generalized mixed fractional Brownian motion【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.scienced ...2014-3-8 19:02 - qijiongli - 求助成功区
1 个回复 - 536 次查看 【作者(必填)】 x j He 【文题(必填)】 The pricing of credit default swaps under a generalized mixed fractional Brownian motion【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.scienced ...2014-3-8 19:02 - qijiongli - 求助成功区
Credit Default Swaps: A Cash Flow Analysis
7 个回复 - 2108 次查看 【题 名】： Credit Default Swaps: A Cash Flow Analysis 【作 者】： Terry Benzschawel and Alper Corlu 【期刊】：The Journal of Fixed Income 【年, 卷(期), 起止页码】：Winter 2011, Vol. 20, No. 3: ...2011-5-2 20:18 - summerye - 求助成功区
7 个回复 - 2108 次查看 【题 名】： Credit Default Swaps: A Cash Flow Analysis 【作 者】： Terry Benzschawel and Alper Corlu 【期刊】：The Journal of Fixed Income 【年, 卷(期), 起止页码】：Winter 2011, Vol. 20, No. 3: ...2011-5-2 20:18 - summerye - 求助成功区
Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-S
1 个回复 - 883 次查看 【作者(必填)】Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai 【文题(必填)】Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework 【年份(必填)】2012 ...2013-12-6 14:37 - 迷途mitu - 求助成功区
1 个回复 - 883 次查看 【作者(必填)】Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai 【文题(必填)】Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework 【年份(必填)】2012 ...2013-12-6 14:37 - 迷途mitu - 求助成功区
[求文献]Modelling counterparty credit exposure for credit default swaps
7 个回复 - 1929 次查看 题名：Modelling counterparty credit exposure for credit default swaps 作者：Christian Hille, John Ring and Hideki Shimamoto 期刊全称或缩写：Risk magazine 年份，卷（期），起止页码： 01 May 2005 ...2010-5-17 02:23 - summerye - 求助成功区
7 个回复 - 1929 次查看 题名：Modelling counterparty credit exposure for credit default swaps 作者：Christian Hille, John Ring and Hideki Shimamoto 期刊全称或缩写：Risk magazine 年份，卷（期），起止页码： 01 May 2005 ...2010-5-17 02:23 - summerye - 求助成功区
[感谢]Pricing and trading credit default swaps in a hazard process model
2 个回复 - 2176 次查看 Pricing and trading credit default swaps in a hazard process modelTomasz R. Bielecki, Monique Jeanblanc, and Marek RutkowskiSource: Ann. Appl. Probab. Volume 18, Number 6 (2008), 2 ...2009-4-8 04:02 - summerye - 文献求助专区
2 个回复 - 2176 次查看 Pricing and trading credit default swaps in a hazard process modelTomasz R. Bielecki, Monique Jeanblanc, and Marek RutkowskiSource: Ann. Appl. Probab. Volume 18, Number 6 (2008), 2 ...2009-4-8 04:02 - summerye - 文献求助专区
请问哪里可以下载美国的Credit default Swaps（CDS）发行或者创设说明书？
0 个回复 - 844 次查看 请问哪里可以下载美国的Credit default Swaps（CDS）发行或者创设说明书？2018-1-8 16:44 - 马梦江 - 金融工程（数量金融）与金融衍生品
0 个回复 - 844 次查看 请问哪里可以下载美国的Credit default Swaps（CDS）发行或者创设说明书？2018-1-8 16:44 - 马梦江 - 金融工程（数量金融）与金融衍生品
book4 portfolio credit default swaps 的疑问
2 个回复 - 1567 次查看 book4 119页 1 standard basket CDS 是任何违约发生都收到赔偿，payment equal to the basket size,是不是说支付的赔偿金是整个投资组合？ 2 nth-to-default basket only receives a compensatory payout on t ...2009-10-7 14:03 - ggyyff88 - CFA、CVA、FRM等金融考证论坛
2 个回复 - 1567 次查看 book4 119页 1 standard basket CDS 是任何违约发生都收到赔偿，payment equal to the basket size,是不是说支付的赔偿金是整个投资组合？ 2 nth-to-default basket only receives a compensatory payout on t ...2009-10-7 14:03 - ggyyff88 - CFA、CVA、FRM等金融考证论坛
