搜索页_+Credit+default+swap

设为首页

收藏本站

网站地图 | English | 公务邮箱

About the library

Background
History
Leadership
Organization

Readers' Guide

Opening Hours
Collections
Help Via Email

Publications

Electronic Information Resources

外文资源

Wiley电子期刊(11)	SpringerLink电子期刊(80)	NATURE电子期刊(2)
Springer电子图书(4)	ProQuest学位论文(59)	Elsevier电子期刊(196)

在“Elsevier电子期刊”中，命中：196条，耗时：小于0.01 秒

在所有数据库中总计命中：352条

1.Pricing credit default swaps under a multi-scale stochastic volatility model

作者：Wenting Chen^a ; Xinjiang He^b ; ^{xh016@uowmail.edu.au}

关键词：Credit default swaps ; Multi-scale ; Stochastic volatility ; Perturbation method ; Down-and-out binary option

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

2.Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula

作者：Etienne Harb ; Wael Louhichi ; ^{Wael.LOUHICHI@essca.fr}

关键词：Credit risk ; Credit Default Swap ; Counterparty risk ; Credit Value Adjustment ; Premium ; Copula

刊名：Research in International Business and Finance

出版年：2017

3.Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches

作者：Syed Jawad Hussain Shahzad^a ; ^b ; ^{jawad.kazmi5@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Safwan Mohd Nor^a ; ^c ; ^{safwan@umt.edu.my" class="auth_mail" title="E-mail the corresponding author} ; Ronald Ravinesh Kumar^d ; ^e ; ^{kumar_RN@usp.ac.fj" class="auth_mail" title="E-mail the corresponding author} ; ^{ronaldkmr15@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Walid Mensi^f ; ^g ; ^{walid.mensi@fsegt.rnu.tn" class="auth_mail" title="E-mail the corresponding author}

关键词：Credit default swap ; Contagion ; Wavelet squared coherence ; Variational mode decomposition ; Copula

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

4.Liquidity basis between credit default swaps and corporate bonds markets

作者：Kwanho Kim ^{kimk@chungbuk.ac.kr}

关键词：G1 ; G12 ; G13

刊名：International Review of Economics & Finance

出版年：2017

5.A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches

作者：Catalin Cantia ; Radu Tunaru ; ^{r.tunaru@kent.ac.uk}

关键词：G12 ; C51 ; C63

刊名：Insurance: Mathematics and Economics

出版年：2017

6.Credit risk and governance: Evidence from credit default swap spreads

作者：Evrim Akdoğu ^{evrimakdogu@sabanciuniv.edu" class="auth_mail" title="E-mail the corresponding author} ; Aysun Alp ; ^{aysunalp@sabanciuniv.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Corporate governance ; Credit risk ; Credit default swap spreads ; Cost of debt ; G-index

刊名：Finance Research Letters

出版年：2016

7.Regularities and discrepancies of credit default swaps: a data science approach through Benford's law

作者：Marcel Ausloos ; ^a ; ^c ; ^{marcel.ausloos@ulg.ac.be" class="auth_mail" title="E-mail the corresponding author} ; ^{ma683@le.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Rosella Castellano^b ; ^{rosella.castellano@unimc.it" class="auth_mail" title="E-mail the corresponding author} ; Roy Cerqueti^b ; ^{roy.cerqueti@unimc.it" class="auth_mail" title="E-mail the corresponding author}

关键词：Benford&rsquo ; s law ; Credit default swaps ; Complex systems ; Data science

刊名：Chaos, Solitons & Fractals

出版年：2016

8.Credit derivatives as a commitment device: Evidence from the cost of corporate debt

作者：Gi H. Kim ; ^{Gi.Kim@wbs.ac.uk" class="auth_mail" title="E-mail the corresponding author}

关键词：Credit default swaps ; Empty creditors ; Cost of corporate debt ; Corporate bond yields

刊名：Journal of Banking & Finance

出版年：2016

9.Nonparametric machine learning models for predicting the credit default swaps: An empirical study

作者：Youngdoo Son^a ; ^{hand02@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Hyeongmin Byun^b ; ^{ragnarok@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Jaewook Lee ; ^c ; ^{jaewook@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author}

关键词：Financial forecasting ; Nonparametric models ; Credit default swap ; Empirical analysis

刊名：Expert Systems with Applications

出版年：2016

10.A defaultable HJM modelling of the Libor rate for pricing Basis Swaps after the credit crunch

作者：Viviana Fanelli ; ^{viviana.fanelli@uniba.it" class="auth_mail" title="E-mail the corresponding author}

关键词：Basis swaps ; HJM model ; Credit crisis ; Libor models ; Multi-curve term structure modelling

刊名：European Journal of Operational Research

出版年：2016

按检索点细分(196)

题名(63)

关键词(82)

文摘(157)

按出版年细分(196)

2027年及以后(26)

2017年(5)

2016年(29)

2015年(11)

2013年(32)

2012年(21)

2011年(22)

2010年(9)

2009年(10)

2008年(6)

2007年(6)

2006年(1)

2005年(1)

2004年(3)

2002年(3)

2001年(3)

2000年(1)

2000年及以前(7)