| 11. | ARE CREDIT DEFAULT SWAP SPREADS MARKET DRIVEN?
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2007 - Groupe ESC Rouen) - English
Online since 2008.02.16 at 17:46:45 - 21 download(s) - 0
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Abstract | Download (pdf - 376 Ko) - Zip version (361 Ko) |
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| 12. | DEFAULTABLE LEVY LIBOR RATES AND CREDIT DERIVATIVES
Publishing author: HUEHNE Florian
Co-author(s):
Working paper (2005 - Oxford University) - English
Online since 2005.11.10 at 10:26:17 - 76 download(s) - 0
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Abstract | Download (pdf - 271 Ko) - Zip version (241 Ko) |
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| 13. | Pricing credit derivatives with uncertain default probabilities
Publishing author: BRUNEL Vivien
Co-author(s):
Working paper (2001) - English
Online since 2003.01.17 at 12:32:09 - 517 download(s) - 2
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 141 Ko) - Zip version (118 Ko) |
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| 14. | From Fault Tree to Credit Risk Assessment: A Case Study
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2005 - Rouen Graduate School of Management (Groupe ESC Rouen)) - English
Online since 2005.08.29 at 11:13:18 - 76 download(s) - 0
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Abstract | Download (pdf - 394 Ko) - Zip version (361 Ko) |
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| 15. | An Empirical Comparison of Default Swap Pricing Models
Publishing author: HOUWELING Patrick
Co-author(s): VORST Ton
Working paper (2002 - Erasmus University Rotterdam) - English
Online since 2002.10.28 at 21:10:57 - 281 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract | Download (pdf - 453 Ko) - Zip version (402 Ko) |
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| 16. | Advantages of the integrated ALM approach
Publishing author: CHATURVEDI Varish
Co-author(s):
Working paper (2004 - D I University) - English
Online since 2006.08.09 at 09:57:15 - 142 download(s) - 1
rating(s) - Average rating (/5): 1
Abstract | Download (doc - 933 Ko) - Zip version (523 Ko) |
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