Search Results - "Credit Default Swaps"

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  1. 1
    Introduction of Credit Derivatives and Valuation of Credit Default Swap

    Introduction of Credit Derivatives and Valuation of Credit Default Swap by Han, Lu

    Published 2006
    Subjects: Get full text
  2. 2
    An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets

    An empirical analysis of Value at Risk and Expected Shortfall in CDS and Equity markets by Chen, Hsiao-Ling

    Published 2016
    Subjects: “…Credit Default Swaps…”
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  3. 3
    Essays on credit default swaps

    Essays on credit default swaps by Guo, Biao

    Published 2013
    Subjects: “…credit default swap; credit risk; liquidity risk; regime switching; sovereign risk; spillover; term structure; macroeconomic factors; principal component analysis; Kalman Filter…”
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