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信用违约互换市场实证分析讲义笔记Credit Default Swap Markets ：An Empirical Ana
1 个回复 - 212 次查看信用违约互换市场实证分析讲义笔记Credit Default Swap Markets ：An Empirical Analysis（某国际名校导师分发的讲义笔记，英文，可编辑的pdf文档） Completed Note on Credit Default Swap Markets in the Global ...2023-8-20 18:28 - 2023D - 现金交易版

paulson&co hedge fund 保尔森对冲基金大空头交易分析ppt
5 个回复 - 1925 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 - 2655 次查看 Pls enjoy!!!!2009-7-6 15:05 - genelo - 金融学（理论版）

基础课信用风险Credit Risk Management ：19个部分全面讲解Default and Recovery Rate
0 个回复 - 318 次查看基础课信用风险Credit Risk Management ：19个部分全面讲解(.wmv),全部资料大小37.8GB+ Section 3 Introduction of Credit Risk Section 2 The Credit Analyst Section 19 Risk Mitigation Techniques Se ...2023-4-10 07:59 - Mama-2022 - 现金交易版

Credit and Default Modeling by Damiano Brigo
3 个回复 - 1646 次查看 Lecture Notes2012-11-4 08:19 - otcfast - CFA、CVA、FRM等金融考证论坛

求助文献Creditors’ Rights and Strategic Default: Evidence from India
2 个回复 - 604 次查看【作者(必填)】Prasanna Tantri 【文题(必填)】Creditors’ Rights and Strategic Default: Evidence from India 【年份(必填)】2020 【全文链接或数据库名称(选填)】https://www.journals.uchicago.edu/do ...2020-12-28 14:14 - savagexu - 求助成功区

Default, Currency Crises and Sovereign Credit Ratings
2 个回复 - 688 次查看【作者(必填)】Kentikelenis et al.[/backcolor] 【文题(必填)】Default, Currency Crises and Sovereign Credit Ratings 【年份(必填)】2016 【全文链接或数据库名称(选填)】2020-3-20 21:44 - xiaoxingyunlala - 求助成功区

Material and Cash Flow in Two-Tier Supply Chain with Trade Credits and Defaults
2 个回复 - 886 次查看【作者(必填)】Mabel C. Chou, Chung-Piaw Teo and Yuan-Guang Zhong 【文题(必填)】Material and Cash Flow in Two-Tier Supply Chain with Trade Credits and Defaults 【年份(必填)】2019 【全文链接或数 ...2019-6-18 12:13 - dreamtree - 求助成功区

Mixture cure models in credit scoring: If and when borrowers default
2 个回复 - 690 次查看【作者(必填)】Edward N.C. Tong, , Christophe Mues , Lyn C. Thomas 【文题(必填)】Mixture cure models in credit scoring: If and when borrowers default 【年份(必填)】2012 【全文链接或数据库名称 ...2017-2-3 09:46 - vincenhe - 求助成功区

Business credit information sharing and default risk of private firms
2 个回复 - 439 次查看【作者(必填)】Maik Dierkes , Carsten Erner a, Thomas Langer a, Lars Norden 【文题(必填)】Business credit information sharing and default risk of private firms 【年份(必填)】Journal of Banking & ...2019-2-22 12:49 - hiderm - 求助成功区

Checking for asymmetric default dependence in a credit card portfolio: A copula
1 个回复 - 507 次查看【作者(必填)】 2 【文题(必填)】 Checking for asymmetric default dependence in a credit card portfolio: A copula approach【年份(必填)】 3 【全文链接或数据库名称(选填)】https://www.sciencedirect.co ...2018-7-29 11:35 - internet.hzx - 求助成功区

The Australian Credit Default Swap Market PDF Daniel Fabbro*
0 个回复 - 890 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 - 867 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 - 446 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

A non-default rate regression model for credit scoring
3 个回复 - 708 次查看【作者(必填)】Gladys D. C. Barriga1, Vicente G. Cancho2 and Francisco Louzada 【文题(必填)】A non-default rate regression model for credit scoring 【年份(必填)】2015 【全文链接或数据库名 ...2017-1-23 07:13 - vincenhe - 求助成功区

Default Correlations and Large-Portfolio Credit Analysis
1 个回复 - 680 次查看【作者(必填)】 Jin-Chuan Duan[/backcolor] & Weimin Miao[/backcolor] 【文题(必填)】 Default Correlations and Large-Portfolio Credit Analysis【年份(必填)】 2016 【全文链接或数据库名称(选填)】http:/ ...2016-12-28 12:26 - internet.hzx - 求助成功区

Default Correlations and Large-Portfolio Credit Analysis
1 个回复 - 668 次查看【作者(必填)】 in-Chuan Duan[/backcolor] & Weimin Miao[/backcolor] 【文题(必填)】 Default Correlations and Large-Portfolio Credit Analysis【年份(必填)】 2015 【全文链接或数据库名称(选填)】http:// ...2016-12-24 13:15 - internet.hzx - 求助成功区

The Economics of Credit Default Swaps
2 个回复 - 974 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

求Credit Ratings: Methodologies, Rationale, and default risk,70个論壇幣
0 个回复 - 1035 次查看【作者(必填)】 Michael K. Ong 【文题(必填)】信用評等【年份(必填)】2003 【全文链接或数据库名称(选填)】https://www.amazon.com/Credit-Ratings-Methodologies-Rationale-Default/dp/1899332693/ref=p ...2016-10-29 23:42 - angelafresh - 文献求助专区

【金融市场】China Inches Closer to Launching Credit-Default-Swap Market
1 个回复 - 691 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)

Portfolio credit risk with predetermined default orders
3 个回复 - 721 次查看【作者(必填)】 Lian Tanga, Bin Wangb* & Kai-Nan Xianga 【文题(必填)】 Portfolio credit risk with predetermined default orders【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.tandfonli ...2016-4-2 09:42 - internet.hzx - 求助成功区

Barclays CDS Credit Default Swap Curve Trading Handbook.pdf
7 个回复 - 5627 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）

Equity-credit modeling under affine jump-diffusion models with jump-to-default
2 个回复 - 723 次查看【作者(必填)】【文题(必填)】Equity-credit modeling under affine jump-diffusion models with jump-to-default 【年份(必填)】ournal of Financial Engineering < Previous Article Next Arti ...2015-1-22 00:01 - ssylzz - 求助成功区

Default barrier intensity model for credit risk evaluation
1 个回复 - 779 次查看【作者(必填)】【文题(必填)】Default barrier intensity model for credit risk evaluation 【年份(必填)】Statistics & Probability LettersVolume 95, December 2014, Pages 125–131 【全文链接或数据库名 ...2015-1-21 07:06 - ssylzz - 求助成功区

Market conditions, default risk and credit spreads 不错打印
2 个回复 - 1171 次查看 Market conditions, default risk and credit spreads 不错打印2012-11-24 21:00 - ditto - 投资人（实务版）

A Markov Chain Copula Model for Credit Default Swaps with Bilateral Counterparty
1 个回复 - 1482 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 - 543 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 - 2131 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 - 896 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 - 1892 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

免費 Credit Derivatives -Trading & Management of Credit & Default Risk
7 个回复 - 1673 次查看 Credit Derivatives: Trading & Management of Credit & Default Risk (Wiley Frontiers in Finance)Satyajit Das Publication Date: March 24, 1998 | ISBN-10: 0471248568 | Edition: 1 Credit Derivat ...2012-11-3 00:08 - martinnyj - 金融学（理论版）

Quantifying Credit Risk I: Default Prediction
1 个回复 - 974 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2013-5-10 10:55 - benoit_louis - 求助成功区

The negative basis - Credit Default Swap contracts and credit risk during the fi
0 个回复 - 905 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 - 4750 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 - 1236 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

Dependence of defaults and recoveries in structural credit risk models
0 个回复 - 1155 次查看 Dependence of defaults and recoveries in structural credit risk models2011-4-9 10:22 - 析人 - 金融学（理论版）

求lucas (1995) default correlation and credit analysis
2 个回复 - 2073 次查看 lucas (1995) default correlation and credit analysis Journal of Fixed Income, Vol. 11, pp. 76-87 感激不尽！2010-6-29 15:52 - mercury_member - 金融工程（数量金融）与金融衍生品

[求文献]Modelling counterparty credit exposure for credit default swaps
7 个回复 - 1949 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 - 1507 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 - 1577 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 - 2182 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

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