КНИГИ НА АНГЛИЙСКИЙ ЯЗЫКЕ, ИМЕЮЩЕЕ ОТНОШЕНИЕ К СЛОВУ «CREDIT DEFAULT SWAP»
Поиск случаев использования слова
credit default swap в следующих библиографических источниках. Книги, относящиеся к слову
credit default swap, и краткие выдержки из этих книг для получения представления о контексте использования этого слова в литературе на английский языке.
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The
Credit Default Swap Basis
In this updated Second Edition, author Moorad Choudhry, a market practitioner who has published widely in the field of credit derivatives, explores this dynamic discipline and examines the structural changes in the CDS market, including new ...
2
Recovery Risk in
Credit Default Swap Premia
Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates.
3
Risk and Return of Capital Structure Arbitrage with
Credit ...
This study also contributes to the literature on information flows across markets by providing economically significant evidence that information flows from stock and options markets to CDS market.
4
Credit Derivatives: Application, Pricing, and Risk Management
Basket Credit Default Swaps: In a basket credit default swap, the reference
obligation con- sists of a basket of obligations. There are several types of basket
credit default swaps. In an N-to-default basket swap a payoff is triggered when
the Nth ...
5
CDS Delivery Option: Better Pricing of
Credit Default Swaps
The book includes detailed information on: how to value a CDS contract how to value the delivery option how contract value changes when the yield curve flattens or becomes steeper how contract value changes with bullish or bearish market ...
6
Credit Default Swap Trading Strategies
Credit. Derivative. Funding Funding Interest Rate Currency Figure 2.2: CDSs
provide the cleanest isolation of credit risk (source: Choudhry, 2006, p. 8) face
value of the bond. The deliverable bond is known as the reference obligation and
the ...
7
The
Credit Default Swap Market's Determinants, Efficiency, ...
INTRODUCTION & CDS MARKET OVERVIEW 1.1 Introduction The Credit
Default Swap (CDS) market is a rapidly growing market in which participants
such as banks and hedge funds actively trade credit risk. The increasing
availability of ...
Caitlin Ann Greatrex, 2008
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Credit Default Swap Spreads and Variance Risk Premia (VRP)
Credit Default Swap Spreads and Variance Risk Premia Abstract We find that firm
-level variance risk premium, estimated as the difference between option- implied
and expected variances, has a prominent explanatory power for credit spreads ...
9
Overpricing in Emerging Market
Credit-
Default-
Swap ...
2005 International Monetary Fund WP/O5/125 IIVIF Working Paper Middle East
and Central Asia Department Overpricing in Emerging Market Credit-Default-
Swap Contracts: Some Evidence from Recent Distress Cases Prepared by ...
Jochen R. Andritzky, Manmohan Singh, 2005
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The Mathematics of Financial Modeling and Investment Management
It could be a corporation, a sovereign government, or a bank loan. In contrast, a
reference obligation is a specific obligation for which protection is being sought.
In a credit default swap, the protection buyer pays a fee, the swap premium, to the
...
Sergio M. Focardi, Frank J. Fabozzi, CFA, 2004
НОВОСТИ, В КОТОРЫХ ВСТРЕЧАЕТСЯ ТЕРМИН «CREDIT DEFAULT SWAP»
Здесь показано, как национальная и международная пресса использует термин
credit default swap в контексте приведенных ниже новостных статей.
ISDA Publishes Recommendation for an Amendment to the Single …
... Association, Inc. (ISDA) has published a recommendation for an amendment to the single-name credit default swap (CDS) roll frequency. «MarketWatch, Июл 15»
Grexit is a painful process: Here are 5 steps that have to be taken …
The CDS rate (credit default swap is the rate charged for providing cover on any asset) for sovereign bonds of Greece had almost touched 80% ... «Firstpost, Июл 15»
The Non-Profit Industrial Complex's Role in Imposing Neoliberalism …
Discussing track-home real estate mogul, toxic credit default swap purveyor, and Troubled Asset Relief Program (TARP) bailout recipient Eli ... «Truth-Out, Июл 15»
Discord Inside Troika As IMF, France, Italy And Spain Question …
... Successor Reference Entities and other issues, based on information provided to the DCs by credit default swap (CDS) market participants. «ValueWalk, Июл 15»
The Macro Environment Roundup
The small shift lower in credit default swap (CDS) costs at the short end of the yield curve can be ignored once again. Pseudo-real rates drifted ... «TheStreet.com, Июл 15»
It's Not Greece Alone: Explaining And Defining Global Finance
By leverage, I mean the credit default swap (CDS) insurance being sold by many globally interconnected institutions ((tutes)). Germany cannot ... «Investing.com, Июл 15»
What "Exit Door"?
To put this into perspective, the Credit Default Swap (CDS) market that nearly took down the financial system in 2008 was only a tenth of this ... «Gold Seek, Июл 15»
Bank of America (BAC) Merrill Lynch: Note On Greece, China …
... than Bed Bath & Beyond Inc. (NASDAQ:BBBY), while the bonds sold by Puerto Rico have reached the Credit default swap (CDS) of 3,868. «Business Finance News, Июл 15»
Global forex market
The five-year credit default swap fell 5 basis points to 132 – the biggest drop since March. UST market. US Treasuries rallied in response to the ... «The Star Online, Июл 15»
Moody's confirms the rating of Natinium Financial Products plc …
... plc Series 2007-02 represents the repackaging of a portfolio of collateral assets with Natixis providing a credit default swap and asset swap. «Moodys.com, Июл 15»
