Pages that link to "Item:Q3145079"
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The following pages link to Credit default swaps with and without counterparty and collateral adjustments (Q3145079):
Displaying 7 items.
- Credit default swaps: implied ratings versus official ones (Q1936658) (← links)
- Integrated structural approach to credit value adjustment (Q1991244) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach (Q2445353) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- Pricing credit default swaps with bilateral value adjustments (Q2879019) (← links)
- Credit Default Swaps and Bank Regulatory Capital* (Q5048061) (← links)