机译:多货币信用违约掉
1Imperial College Department of Mathematics South Kensington Campus London SW7 2AZ UK;
1Imperial College Department of Mathematics South Kensington Campus London SW7 2AZ UK;
2Credit Suisse One Cabot Square E14 4QJ London UK;
Credit default swaps; intensity models; reduced form models; credit crisis; liquidity crisis; devaluation jump; FX devaluation; quanto credit effects; quanto CDS; multi currency CDS;
机译:多货币信用违约掉
机译:信用违约共享而非信用违约掉期:建立更可持续的金融体系
机译:信用违约掉期是否交换信用违约保险?
机译:具有股票,市场和违约风险的信用违约掉期定价树模型
机译:无形资产和违约风险:信用违约掉期市场研究
机译:中央和东欧国家的主权信用违约互换和股票市场:在工作中是反馈效果吗?
机译:多货币信用默认扫描