Pricing and trading credit default swaps in a hazard process model

The Annals of Applied Probability ◽

10.1214/00-aap520 ◽

2008 ◽

Vol 18 (6) ◽

pp. 2495-2529 ◽

Author(s):

Tomasz R. Bielecki ◽

Monique Jeanblanc ◽

Marek Rutkowski

Keyword(s):

Process Model ◽

Credit Default Swaps ◽

Credit Default ◽

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Valuing Credit Default Swaps I: No Counterparty Default Risk

10.2469/dig.v31.n2.888 ◽

2001 ◽

Vol 31 (2) ◽

pp. 91-92 ◽

Author(s):

Bruce D. Phelps

Keyword(s):

Default Risk ◽

Credit Default Swaps ◽

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The Role of Credit Default Swaps and Other Alternative Betas in Hedge Fund Factor Analysis

10.2469/dig.v43.n1.15 ◽

2013 ◽

Vol 43 (1) ◽

pp. 81-83

Author(s):

Derek W. Johnson

Keyword(s):

Factor Analysis ◽

Credit Default Swaps ◽

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In Defense of Credit Default Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1126732 ◽

2008 ◽

Author(s):

Charles Davi

Keyword(s):

Credit Default Swaps ◽

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Self-Referencing Credit Default Swaps: Not Such an Absurd Idea?

SSRN Electronic Journal ◽

10.2139/ssrn.1479847 ◽

2009 ◽

Author(s):

Ari Joshua Brandes

Keyword(s):

Credit Default Swaps ◽

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A Primer on Credit Default Swaps (CDS)

SSRN Electronic Journal ◽

10.2139/ssrn.1555118 ◽

2009 ◽

Author(s):

Thomas Coleman

Keyword(s):

Credit Default Swaps ◽

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Contagion and Excess Correlation in Credit Default Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.1937998 ◽

2011 ◽

Author(s):

Mike Anderson

Keyword(s):

Credit Default Swaps ◽

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Do Financial Market Developments Influence Accounting Practices? Credit Default Swaps and Borrowers’ Reporting Conservatism

SSRN Electronic Journal ◽

10.2139/ssrn.1978634 ◽

2011 ◽

Author(s):

Guojin Gong ◽

Xiumin Martin ◽

Sugata Roychowdhury

Keyword(s):

Financial Market ◽

Credit Default Swaps ◽

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Earnings Restatements and Credit Default Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.2140134 ◽

2012 ◽

Author(s):

Xiaoling Pu ◽

Tzveta Vateva

Keyword(s):

Credit Default Swaps ◽

Earnings Restatements ◽

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Corporate Governance and Debt Monitoring: The Role of Credit Default Swaps

SSRN Electronic Journal ◽

10.2139/ssrn.2254620 ◽

2013 ◽

Author(s):

Stefano Colonnello

Keyword(s):

Corporate Governance ◽

Credit Default Swaps ◽

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Did CDS Make Banks Riskier? The Effects of Credit Default Swaps on Bank Capital and Lending

SSRN Electronic Journal ◽

10.2139/ssrn.2447328 ◽

2014 ◽

Author(s):

Susan Chenyu Shan ◽

Dragon Yongjun Tang ◽

Hong Yan

Keyword(s):

Credit Default Swaps ◽

Bank Capital ◽

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