结果：找到“credit swa”相关内容26个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Valuation of Credit Default Swaps - Lehman Brothers
3 个回复 - 2253 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）
3 个回复 - 2253 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）
The Australian Credit Default Swap Market PDF Daniel Fabbro*
0 个回复 - 771 次查看 The Australian Credit Default Swap Market PDF Daniel Fabbro*2018-7-12 14:33 - catherine192 - 金融学（理论版）
0 个回复 - 771 次查看 The Australian Credit Default Swap Market PDF Daniel Fabbro*2018-7-12 14:33 - catherine192 - 金融学（理论版）
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 - 827 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 - 827 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
The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Ana
1 个回复 - 417 次查看 【作者(必填)】 [*]Lars Norden, [*] [*]Martin Weber 【文题(必填)】 The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis【年份(必填)】 2007 【全文链接或数 ...2017-6-23 10:36 - internet.hzx - 求助成功区
1 个回复 - 417 次查看 【作者(必填)】 [*]Lars Norden, [*] [*]Martin Weber 【文题(必填)】 The Co-movement of Credit Default Swap, Bond and Stock Markets: an Empirical Analysis【年份(必填)】 2007 【全文链接或数 ...2017-6-23 10:36 - internet.hzx - 求助成功区
The Economics of Credit Default Swaps
2 个回复 - 936 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 - 936 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
How well do classical credit risk models fit swap transaction data
1 个回复 - 628 次查看 【作者(必填)】Cossin, D., Pirotte, H. 【文题(必填)】How well do classical credit risk models fit swap transaction data 【年份(必填)】1998 【全文链接或数据库名称(选填)】2016-8-30 09:32 - hnzb - 求助成功区
1 个回复 - 628 次查看 【作者(必填)】Cossin, D., Pirotte, H. 【文题(必填)】How well do classical credit risk models fit swap transaction data 【年份(必填)】1998 【全文链接或数据库名称(选填)】2016-8-30 09:32 - hnzb - 求助成功区
swap credit risk: an empirical investigation on transaction data
1 个回复 - 649 次查看 【作者(必填)】D.Cossin, H.Pirotte 【文题(必填)】swap credit risk: an empirical investigation on transaction data 【年份(必填)】1997 【全文链接或数据库名称(选填)】2016-8-29 22:50 - hnzb - 求助成功区
1 个回复 - 649 次查看 【作者(必填)】D.Cossin, H.Pirotte 【文题(必填)】swap credit risk: an empirical investigation on transaction data 【年份(必填)】1997 【全文链接或数据库名称(选填)】2016-8-29 22:50 - hnzb - 求助成功区
【金融市场】China Inches Closer to Launching Credit-Default-Swap Market
1 个回复 - 648 次查看 MARKETS CREDIT MARKETS China Inches Closer to Launching Credit-Default-Swap Market China’s interbank-market regulator is likely to seek approval from China’s central bank to launch a CDS market s ...2016-8-4 17:19 - william9225 - 真实世界经济学(含财经时事)
1 个回复 - 648 次查看 MARKETS CREDIT MARKETS China Inches Closer to Launching Credit-Default-Swap Market China’s interbank-market regulator is likely to seek approval from China’s central bank to launch a CDS market s ...2016-8-4 17:19 - william9225 - 真实世界经济学(含财经时事)
Barclays CDS Credit Default Swap Curve Trading Handbook.pdf
7 个回复 - 5470 次查看 How to trade the Credit Default Swap curve. Table of contents Straight talk on curves 3 Trade ideas used in this guidebook 4 Overview of curve trading 6 Trading CDS curves 7 What drives the s ...2010-6-27 18:44 - hellscream - 金融学（理论版）
7 个回复 - 5470 次查看 How to trade the Credit Default Swap curve. Table of contents Straight talk on curves 3 Trade ideas used in this guidebook 4 Overview of curve trading 6 Trading CDS curves 7 What drives the s ...2010-6-27 18:44 - hellscream - 金融学（理论版）
frm credit exposure（信用风险暴露） long options short options swap forwards 的
0 个回复 - 1296 次查看 handbook 第8版，credit exposre 里面提到，long options 会增加credit exposre swaps or forwards 也会增加。而short options 却不会，请教一下是为什么？2014-4-26 14:38 - xzw8675366 - 爱问频道
0 个回复 - 1296 次查看 handbook 第8版，credit exposre 里面提到，long options 会增加credit exposre swaps or forwards 也会增加。而short options 却不会，请教一下是为什么？2014-4-26 14:38 - xzw8675366 - 爱问频道
A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty
1 个回复 - 1448 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 - 1448 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 - 519 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 - 519 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 - 2059 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 - 2059 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 - 867 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 - 867 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
请问在哪里能够找到Credit Default Swap和债务收益率的数据
3 个回复 - 1816 次查看 请问在哪里能够找到Credit Default Swap和债务收益率的数据2013-11-18 11:04 - dumeng201066 - 数据求助
3 个回复 - 1816 次查看 请问在哪里能够找到Credit Default Swap和债务收益率的数据2013-11-18 11:04 - dumeng201066 - 数据求助
The negative basis - Credit Default Swap contracts and credit risk during the fi
0 个回复 - 851 次查看 【作者(必填)】 Matthias Schnare 【文题(必填)】 The negative basis - Credit Default Swap contracts and credit risk during the financial crisis 【年份(必填)】 2011 【全文链接或数据库名称(选填)】ht ...2013-5-5 12:25 - johnzi0128 - 文献求助专区
0 个回复 - 851 次查看 【作者(必填)】 Matthias Schnare 【文题(必填)】 The negative basis - Credit Default Swap contracts and credit risk during the financial crisis 【年份(必填)】 2011 【全文链接或数据库名称(选填)】ht ...2013-5-5 12:25 - johnzi0128 - 文献求助专区
The Credit Default Swap Basis
6 个回复 - 4663 次查看 1 A Primer on Credit Default Swaps 1Credit Risk and Credit Derivatives 2Credit Events 4Credit Derivative Instruments 5Introduction 5Funded and Unfunded Contracts 6Credit Default Swaps 8Structure 8CDS ...2009-6-8 10:25 - bluehy - 金融学（理论版）
6 个回复 - 4663 次查看 1 A Primer on Credit Default Swaps 1Credit Risk and Credit Derivatives 2Credit Events 4Credit Derivative Instruments 5Introduction 5Funded and Unfunded Contracts 6Credit Default Swaps 8Structure 8CDS ...2009-6-8 10:25 - bluehy - 金融学（理论版）
关于Credit Default Swap的问题~
9 个回复 - 1187 次查看 最近在看一本关于金融危机的书 "The Big Short". 其中介绍说在金融危机前有几个人自己投资有了几千万，但投资银行都不愿意和他们做生意，把ＣＤＳ卖给他们。最终他们通过关系，破例成为客户买到了ＣＤＳ。另外，书中 ...2013-1-20 13:05 - dududu100 - 求助成功区
9 个回复 - 1187 次查看 最近在看一本关于金融危机的书 "The Big Short". 其中介绍说在金融危机前有几个人自己投资有了几千万，但投资银行都不愿意和他们做生意，把ＣＤＳ卖给他们。最终他们通过关系，破例成为客户买到了ＣＤＳ。另外，书中 ...2013-1-20 13:05 - dududu100 - 求助成功区
请教一道SWAP的credit exposure的题目
9 个回复 - 3621 次查看 在HANDBOOK 6TH page 539 example 22.11: which of the following 10-year swaps has the highest potential credit exposure? a A cross-currency swap after 2 years b A cross-currency swap after 9 year ...2011-11-11 00:05 - ilovedhg2 - CFA、CVA、FRM等金融考证论坛
9 个回复 - 3621 次查看 在HANDBOOK 6TH page 539 example 22.11: which of the following 10-year swaps has the highest potential credit exposure? a A cross-currency swap after 2 years b A cross-currency swap after 9 year ...2011-11-11 00:05 - ilovedhg2 - CFA、CVA、FRM等金融考证论坛
[求文献]Modelling counterparty credit exposure for credit default swaps
7 个回复 - 1890 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 - 1890 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
Liquidity Premia in the Credit Default Swap and Corporate Bond Markets
0 个回复 - 1471 次查看 Liquidity Premia in the Credit Default Swap and Corporate Bond Markets2009-12-19 21:46 - fushengbin - 论文版
0 个回复 - 1471 次查看 Liquidity Premia in the Credit Default Swap and Corporate Bond Markets2009-12-19 21:46 - fushengbin - 论文版
book4 portfolio credit default swaps 的疑问
2 个回复 - 1527 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 - 1527 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
[感谢]Pricing and trading credit default swaps in a hazard process model
2 个回复 - 2150 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 - 2150 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
credit risk swap basis
1 个回复 - 2841 次查看 http://bbs.jjxj.org/thread-26672-1-1.htmlhttp:// bbs . jjxj . org / thread-26672-1-1.html以上who can upload this book to here?I will give him $100 [此贴子已经被作者于2009-1-20 6:54:41编辑过]2009-1-20 06:52 - murwhin - 金融学（理论版）
1 个回复 - 2841 次查看 http://bbs.jjxj.org/thread-26672-1-1.htmlhttp:// bbs . jjxj . org / thread-26672-1-1.html以上who can upload this book to here?I will give him $100 [此贴子已经被作者于2009-1-20 6:54:41编辑过]2009-1-20 06:52 - murwhin - 金融学（理论版）
