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  • 2.pdf
       Institutional quality and sovereign credit default swap spreads

  • 1.16 MB
  • 2019-1-6

  • Foundations and Trends in Finance.zip
       共11篇（全）

    本附件包括：
    • Volume 6, Issue 1–2 Dynamic Models and Structural Estimation in Corporate Finance.pdf
    • Volume 6, Issue 3 Continuous-Time Linear Models.pdf
    • Volume 6, Issue 4 Theories of Liquidity.pdf
    • Volume 7, Issue 1–2 Accounting for Income Taxes_Primer, Extant Research, and Future Directions.pdf
    • Volume 7, Issue 3 Corporate Restructuring.pdf
    • Volume 7, Issue 4 The Equity Home Bias Puzzle_A Survey.pdf
    • Volume 8, Issue 1 Should Banks' Stress Test Results be Disclosed_An Analysis of the Costs and Benefits.pdf
    • Volume 8, Issue 2 Long Run Relationships in Banking.pdf
    • Volume 8, Issue 3 Text and Context_Language Analytics in Finance.pdf
    • Volume 8, Issue 4 The Empirical Analysis of Liquidity.pdf
    • Volume 9, Issue 1–2 Credit Default Swaps_A Survey.pdf
  • 13.17 MB
  • 2016-8-3

  • JFE-2016-05-06-07.zip
       JFE最新文献资料

    本附件包括：
    • JFE-2016-06-The leverage externalities of credit default swaps.pdf
    • JFE-2016-05-Adverse selection, slow-moving capital, and misallocation .pdf
    • JFE-2016-05-Asset allocation and monetary policy_ Evidence from the eurozone.pdf
    • JFE-2016-05-Bankruptcy law and bank financing.pdf
    • JFE-2016-05-Discerning information from trade data.pdf
    • JFE-2016-05-Does the geographic expansion of banks reduce risk_.pdf
    • JFE-2016-05-Local financial capacity and asset values_ Evidence from bank failures.pdf
    • JFE-2016-05-Rethinking reversals.pdf
    • JFE-2016-05-Revolving doors on Wall Street.pdf
    • JFE-2016-05-Sentiments, financial markets, and macroeconomic fluctuations.pdf
    • JFE-2016-05-Shareholder nonparticipation in valuable rights offerings_ New findings for an old puzzle.pdf
    • JFE-2016-05-Time-to-produce, inventory, and asset prices.pdf
    • JFE-2016-05-Underwriter deal pipeline and the pricing of IPOs.pdf
    • JFE-2016-06-Does rating analyst subjectivity affect corporate debt pricing_.pdf
    • JFE-2016-06-Indexing and active fund management_ International evidence.pdf
    • JFE-2016-06-Roughing up beta_ Continuous versus discontinuous betas and the cross section of expected stock returns.pdf
    • JFE-2016-06-Taxes and bank capital structure.pdf
    • JFE-2016-06-The causal effect of option pay on corporate risk management.pdf
    • JFE-2016-06-The commitment problem of secured lending.pdf
    • JFE-2016-06-The value of a good credit reputation_ Evidence from credit card renegotiations.pdf
    • JFE-2016-06-Why do firms use high discount rates.pdf
    • JFE-2016-06-Why does the option to stock volume ratio predict stock returns.pdf
    • JFE-2016-07-Accruals, cash flows, and operating profitability in the cross.pdf
    • JFE-2016-07-Borrower protection and the supply of credit_ Evidence from foreclosure laws.pdf
    • JFE-2016-07-Does variance risk have two prices_ Evidence from the equity and option markets.pdf
    • JFE-2016-07-Have we solved the idiosyncratic volatility puzzle.pdf
    • JFE-2016-07-How costly is corporate bankruptcy for the CEO.pdf
    • JFE-2016-07-Liquidity, resiliency and market quality around predictable trades_ Theory and evidencE.pdf
    • JFE-2016-07-Passive investors, not passive owners.pdf
    • JFE-2016-07-Performance measurement with selectivity, market and volatility timing.pdf
    • JFE-2016-07-Short interest and aggregate stock returns.pdf
    • JFE-2016-07-The value of creditor control in corporate bonds.pdf
    • JFE-2016-07-Under new management_ Equity issues and the attribution of PAST RETURN.pdf
  • 30.4 MB
  • 2016-6-5

  • 欧交所利率衍生品培训课件.rar
       欧交所利率衍生品培训课件

    本附件包括：
    • 4Trading Strategies Futures.pdf
    • 5Volatility Trading.pdf
    • 6Credit Default Swaps Advanced.pdf
    • 7OTC IROptions-Part1.pdf
    • 8OTC-IROptions-Part2.pdf
    • 9OTC-IROptions-Part3.pdf
    • 20130517_termstructure_volatility.pdf
    • HFT - Presentation 14 5 2013 (PART I&II-Finale Version)-GB.pdf
    • TradingStrategiesFuturesneu.pdf
    • ViolatilityTrading.pdf
    • 1Eurex Bonds Presentation.pdf
    • 2Eurex Repo Presentation.pdf
    • 3Futures Part1and2.pdf
  • 26.66 MB
  • 2013-6-19

  • Top 10 most-read articles for Journal of Financial and Quantitative Analysis in 2010.rar

    本附件包括：
    • An Epidemic Model of Investor Behavior.pdf
    • Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks.pdf
    • Do Firms Target Credit Ratings or Leverage.pdf
    • How Does Liquidity Affect Government Bond Yields.pdf
    • Is There Shareholder Expropriation in the United States An Analysis of Publicly Traded Subsidiaries.pdf
    • Predicting Global Stock Returns.pdf
    • Predicting Hedge Fund Failure A Comparison of Risk Measures.pdf
    • Stock and Bond Market Liquidity A Long-Run Empirical Analysis.pdf
    • The Determinants of Credit Default Swap Premia.pdf
    • The Information Content of Idiosyncratic Volatility.pdf
  • 2.24 MB
  • 2011-2-10

  • CDS.zip

    本附件包括：
    • 20050222信用違約交換.pdf
    • The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements_J. Hull, M. Predescu, and A. White.pdf
    • Credit Derivatives - Pricing Equity Default Swaps [2005].pdf
    • Restructuring Risk in Credit Default Swaps-An Empirical Analysis_A. Berndt, R. Jarrow, and C. Kang.pdf
  • 1.19 MB
  • 2010-5-14

  • 7.rar

    本附件包括：
    • THE RELATIONSHIP BETWEEN CREDIT DEFAULT SWAP SPREADS, BOND YIELDS, AND CREDIT RATING ANNOUNCEMENTS.pdf
    • The Term Structure of Volatility Implied by Foreign Exchange Options.pdf
    • The Trade Performance of Bangladesh in Clothing.pdf
    • The Use of the Control Variate Technique in Option Pricing.pdf
    • THE VALUATION OF CREDIT DEFAULT SWAP OPTIONS.pdf
    • The Valuation of Options on Futures Contracts.pdf
    • Time-Dependent Variance and the Pricing of Bond Options.pdf
    • Two-State Option Pricing.pdf
    • Valuation of Foreign Currency Options Some Empirical Tests.pdf
    • Value at Risk An Approach to Calculating Market Risk.pdf
    • Value at Risk for Interst Rate-Dependent Securities.pdf
    • VALUE AT RISK WHEN DAILY CHANGES IN MARKET.pdf
    • VALUING CREDIT DEFAULT SWAPS I NO COUNTERPARTY DEFAULT RISK.pdf
    • VALUING CREDIT DEFAULT SWAPS IIMODELING DEFAULT CORRELATIONS.pdf
    • Valuing Derivative Securities Using the Explicit Finite Difference Method.pdf
    • Volatility SurfacesTheory, Rules of Thumb, and Empirical Evidence.pdf
    • When does resale restriction make sense to the value of stocks.pdf
    • Writing Tips for Ph. D. Students.pdf
  • 4.25 MB
  • 2010-4-23

  • 关于违约相关CDS定价的论文.rar

    本附件包括：
    • Credit Risk - Models, Derivatives, and Management.pdf
    • 含交易对手风险的公司债券和信用衍生品的定价问题研究.nh
    • The_Credit_Default_Swap_Basis.PDF
    • 基于几何L_vy过程的期权定价.nh
    • 人民币CDS产品的初步设计_定价及相关思考.pdf
    • 信用违约互换定价分析.nh
    • 利率随机的基于跳_扩散过程的信用违约互换定价.nh
    • 11.pdf
    • 模型化交易对手风险的向导.pdf
    • 信用衍生品讲义.pdf
    • Aonuma_Nakagawa.pdf
    • Modelling the Price of a Credit Default Swap.pdf
    • doubleDefaultCorrelation.pdf
    • 基于copula函数族的信用违约互换组合定价模型.pdf
    • 基于跳_扩散过程的信用违约互换定价模型.pdf
    • Valuing Credit Derivatives Using an Implied Copula Approach.pdf
    • 交易对手风险和定价可违约债券.pdf
    • CREDIT——RISK——MODELS.pdf
    • 期限结构和信用价差的联合估计.pdf
    • Pricing Counterparty Credit Risk.ppt
    • 改进交易对手风险的实践.pdf
    • 信用违约互换的定价方法.pdf
    • Cyclical—correlationscreditcontagion(no use).pdf
    • 不完全信息下的违约相关.pdf
    • A Comparative Study of Structural and Reduced-Form Models.pdf
    • 双指数跳扩散模型信用违约互换短期价格研究.pdf
    • 信用违约互换与债券市场发展.pdf
    • Pricing Counterparty Credit Risk.pdf
    • CDS and CDO Pricing with Stochastic Recovery.pdf
    • Modelofcounterpartyritionandvaluatio.pdf
    • CreditRiskModelsII.pdf
    • 正确看待信用违约互换促进我国债券市场发展.pdf
    • A SIMULATION-BASED CREDIT DEFAULT SWAP PRICING APPROACH UNDER JUMP-DIFFUSION.pdf
    • 用随机动态模型对双边交易对手违约风险的估值.pdf
    • 信用违约互换的定价模型及实证分析.pdf
    • 关于双曲衰减的违约相关模型及CDS定价.pdf
    • CreditContagion_20070130.pdf
    • CreditSpreadsandInterestRatesACointegrationApproach.pdf
    • COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS.pdf
    • 交易对手风险和伴随利率与违约相关的CDS估值.pdf
    • Counterparty risk and Contingent CDS valuation.pdf
    • 违约风险证券化的评估模型.pdf
    • 基于违约过程的企业债券定价模型研究.pdf
    • CreditRiskModelsIII.pdf
    • 信用违约互换的定价.pdf
    • 流动性风险调整的信用违约互换定价.pdf
  • 38.6 MB
  • 2009-10-16

  • cds实例与定价模型.zip

    本附件包括：
    • 20050222信用違約交換.pdf
    • The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements_J. Hull, M. Predescu, and A. White.pdf
    • Credit Derivatives - Pricing Equity Default Swaps [2005].pdf
    • Restructuring Risk in Credit Default Swaps-An Empirical Analysis_A. Berndt, R. Jarrow, and C. Kang.pdf
  • 1.19 MB
  • 2009-6-27

  • 334474.pdf
       The Credit Default Swap Basis

  • 5.56 MB
  • 2009-6-8

  • 326203.rar
       [下载]The Credit Default Swap Basis

    本附件包括：
    • The Credit Default Swap Basis.PDF
  • 5.37 MB
  • 2009-5-16

  • 312701.pdf
       [$1000求助]Pricing and trading credit default swaps in a hazard process model

  • 317.89 KB
  • 2009-4-8

  • 60000.pdf
       credit default swaptions, a article from Journal of Fixed Income

  • 336.62 KB
  • 2006-8-5

  • 48048.pdf
       [分享]The Relationship Between Credit Default Swap Spreads, Bond Yields, and Credit Ratin

  • 236.97 KB
  • 2006-4-11

  • 48046.pdf
       [分享]Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Market

  • 1.57 MB
  • 2006-4-11

  • 48035.pdf
       [分享] Credit Default Swap Pricing by Goldman Sachs

  • 63.17 KB
  • 2006-4-11

  • 13981.rar
       Valuation of Portfolio Credit Default Swaptions (Leman Brothers Latest Research Paper)

    本附件包括：
    • portfolio swaptions.pdf
  • 404.23 KB
  • 2005-5-6
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