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You searched for subject:( Credit derivatives). Showing records 1 – 30 of 62 total matches.

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University of St. Andrews

1. Wu, Weiou. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .

Degree: 2013, University of St. Andrews

 This thesis investigates correlations and linkages in credit risk that widely exist in all sectors of the financial markets. The main body of this thesis… (more)

Subjects/Keywords: Credit risk; Credit derivatives; Copula; Credit contagion

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, W. (2013). Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/4048

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .” 2013. Thesis, University of St. Andrews. Accessed April 09, 2020. http://hdl.handle.net/10023/4048.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Weiou. “Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil .” 2013. Web. 09 Apr 2020.

Vancouver:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . [Internet] [Thesis]. University of St. Andrews; 2013. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10023/4048.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil . [Thesis]. University of St. Andrews; 2013. Available from: http://hdl.handle.net/10023/4048

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Xiao, Yaqing. Three essays on financial markets.

Degree: PhD, Management, 2018, Rutgers University

The first essay examines the momentum phenomenon in the sovereign CDS market. We find that from 2001 to 2015, the portfolio of sovereign CDS past… (more)

Subjects/Keywords: Swaps (Finance); Credit derivatives

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APA (6th Edition):

Xiao, Y. (2018). Three essays on financial markets. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/57426/

Chicago Manual of Style (16th Edition):

Xiao, Yaqing. “Three essays on financial markets.” 2018. Doctoral Dissertation, Rutgers University. Accessed April 09, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/57426/.

MLA Handbook (7th Edition):

Xiao, Yaqing. “Three essays on financial markets.” 2018. Web. 09 Apr 2020.

Vancouver:

Xiao Y. Three essays on financial markets. [Internet] [Doctoral dissertation]. Rutgers University; 2018. [cited 2020 Apr 09]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/57426/.

Council of Science Editors:

Xiao Y. Three essays on financial markets. [Doctoral Dissertation]. Rutgers University; 2018. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/57426/


University of Hong Kong

3. Wang, Qian, Sarah. The real effects of credit default swaps.

Degree: PhD, 2012, University of Hong Kong

In recent years, concerns have been raised about the real effects of credit default swaps (CDS) on the economy. Different from the hitherto accepted view… (more)

Subjects/Keywords: Credit derivatives.; Default (Finance); Swaps (Finance)

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APA (6th Edition):

Wang, Qian, S. (2012). The real effects of credit default swaps. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901

Chicago Manual of Style (16th Edition):

Wang, Qian, Sarah. “The real effects of credit default swaps.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed April 09, 2020. Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901.

MLA Handbook (7th Edition):

Wang, Qian, Sarah. “The real effects of credit default swaps.” 2012. Web. 09 Apr 2020.

Vancouver:

Wang, Qian S. The real effects of credit default swaps. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2020 Apr 09]. Available from: Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901.

Council of Science Editors:

Wang, Qian S. The real effects of credit default swaps. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Wang, Q. S. [王倩]. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4832957 ; http://dx.doi.org/10.5353/th_b4832957 ; http://hdl.handle.net/10722/173901


University of Saskatchewan

4. Azam, Nimita Farzeen. Credit derivatives and loan pricing.

Degree: 2011, University of Saskatchewan

Credit derivatives, some of the most significant developments is the financial industry, have experienced significant growth recently. The objective of this study is to examine… (more)

Subjects/Keywords: loan pricing of BHCs; credit derivatives

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APA (6th Edition):

Azam, N. F. (2011). Credit derivatives and loan pricing. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/etd-05162011-111727

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Azam, Nimita Farzeen. “Credit derivatives and loan pricing.” 2011. Thesis, University of Saskatchewan. Accessed April 09, 2020. http://hdl.handle.net/10388/etd-05162011-111727.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Azam, Nimita Farzeen. “Credit derivatives and loan pricing.” 2011. Web. 09 Apr 2020.

Vancouver:

Azam NF. Credit derivatives and loan pricing. [Internet] [Thesis]. University of Saskatchewan; 2011. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10388/etd-05162011-111727.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Azam NF. Credit derivatives and loan pricing. [Thesis]. University of Saskatchewan; 2011. Available from: http://hdl.handle.net/10388/etd-05162011-111727

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Iceland

5. Arnaldur Jón Gunnarsson 1984. Lánaafleiður.

Degree: 2009, University of Iceland

 Í ritgerðinni er fjallað um lánaafleiður, þ.e. samninga þar sem efndir samningsaðila byggja á lánstrausti þriðja aðila, nánar tiltekið um Single Name Credit Default Swaps… (more)

Subjects/Keywords: Lögfræði; Afleiður (verðbréf); Kröfuréttur; Áhættufjárfestingar; Credit derivatives

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APA (6th Edition):

1984, A. J. G. (2009). Lánaafleiður. (Thesis). University of Iceland. Retrieved from http://hdl.handle.net/1946/2448

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

1984, Arnaldur Jón Gunnarsson. “Lánaafleiður.” 2009. Thesis, University of Iceland. Accessed April 09, 2020. http://hdl.handle.net/1946/2448.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

1984, Arnaldur Jón Gunnarsson. “Lánaafleiður.” 2009. Web. 09 Apr 2020.

Vancouver:

1984 AJG. Lánaafleiður. [Internet] [Thesis]. University of Iceland; 2009. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/1946/2448.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

1984 AJG. Lánaafleiður. [Thesis]. University of Iceland; 2009. Available from: http://hdl.handle.net/1946/2448

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rutgers University

6. Koo, Jawon, 1976-. Singular perturbation methods in credit derivative modeling:.

Degree: PhD, Mathematics, 2010, Rutgers University

This thesis introduces the dynamical pricing model and approximation method in pricing a "Collateralized Debt Obligation" (CDO). For this purpose we use a two-dimensional, self-affecting… (more)

Subjects/Keywords: Credit derivatives – Mathematical models; Stochastic processes

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APA (6th Edition):

Koo, Jawon, 1. (2010). Singular perturbation methods in credit derivative modeling:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121

Chicago Manual of Style (16th Edition):

Koo, Jawon, 1976-. “Singular perturbation methods in credit derivative modeling:.” 2010. Doctoral Dissertation, Rutgers University. Accessed April 09, 2020. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121.

MLA Handbook (7th Edition):

Koo, Jawon, 1976-. “Singular perturbation methods in credit derivative modeling:.” 2010. Web. 09 Apr 2020.

Vancouver:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2020 Apr 09]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121.

Council of Science Editors:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052121


Rutgers University

7. Wang, Xinjie, 1978-. Essays on CDS liquidity.

Degree: PhD, Management, 2016, Rutgers University

The 2008 financial crisis is characterized by simultaneously drying up of liquidity across financial markets. It is critical to understand how liquidity was determined during… (more)

Subjects/Keywords: Credit derivatives; Swaps (Finance); Liquidity (Economics)

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APA (6th Edition):

Wang, Xinjie, 1. (2016). Essays on CDS liquidity. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/50573/

Chicago Manual of Style (16th Edition):

Wang, Xinjie, 1978-. “Essays on CDS liquidity.” 2016. Doctoral Dissertation, Rutgers University. Accessed April 09, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/50573/.

MLA Handbook (7th Edition):

Wang, Xinjie, 1978-. “Essays on CDS liquidity.” 2016. Web. 09 Apr 2020.

Vancouver:

Wang, Xinjie 1. Essays on CDS liquidity. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2020 Apr 09]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50573/.

Council of Science Editors:

Wang, Xinjie 1. Essays on CDS liquidity. [Doctoral Dissertation]. Rutgers University; 2016. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/50573/


University of the Western Cape

8. Khatywa, Thembalethu. Mathematical models of credit management and credit derivatives .

Degree: 2010, University of the Western Cape

 The first two chapters give the background, history and overview of the dissertation, together with the necessary mathematical preliminaries. Thereafter, the next four chapters deal… (more)

Subjects/Keywords: History and overview; Mathematical preliminaries; Credit risk and credit derivatives

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APA (6th Edition):

Khatywa, T. (2010). Mathematical models of credit management and credit derivatives . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3529

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Khatywa, Thembalethu. “Mathematical models of credit management and credit derivatives .” 2010. Thesis, University of the Western Cape. Accessed April 09, 2020. http://hdl.handle.net/11394/3529.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Khatywa, Thembalethu. “Mathematical models of credit management and credit derivatives .” 2010. Web. 09 Apr 2020.

Vancouver:

Khatywa T. Mathematical models of credit management and credit derivatives . [Internet] [Thesis]. University of the Western Cape; 2010. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/11394/3529.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Khatywa T. Mathematical models of credit management and credit derivatives . [Thesis]. University of the Western Cape; 2010. Available from: http://hdl.handle.net/11394/3529

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


North-West University

9. Holemans, Amelia Nadine. Applying a credit default swap valuation approach to price South African weather derivatives / Amelia Nadine Holemans .

Degree: 2010, North-West University

 Most farmers in South Africa use standard insurance to protect their crops against natural disasters such as hail or strong winds. However, no South African… (more)

Subjects/Keywords: Credit default swap pricing methodology (CDS); Credit derivatives; Credit events; Risk management; Weather derivatives; Weather evolusion models; Weather risks

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APA (6th Edition):

Holemans, A. N. (2010). Applying a credit default swap valuation approach to price South African weather derivatives / Amelia Nadine Holemans . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/4456

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Holemans, Amelia Nadine. “Applying a credit default swap valuation approach to price South African weather derivatives / Amelia Nadine Holemans .” 2010. Thesis, North-West University. Accessed April 09, 2020. http://hdl.handle.net/10394/4456.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Holemans, Amelia Nadine. “Applying a credit default swap valuation approach to price South African weather derivatives / Amelia Nadine Holemans .” 2010. Web. 09 Apr 2020.

Vancouver:

Holemans AN. Applying a credit default swap valuation approach to price South African weather derivatives / Amelia Nadine Holemans . [Internet] [Thesis]. North-West University; 2010. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/10394/4456.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Holemans AN. Applying a credit default swap valuation approach to price South African weather derivatives / Amelia Nadine Holemans . [Thesis]. North-West University; 2010. Available from: http://hdl.handle.net/10394/4456

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifícia Universidade Católica de São Paulo

10. Marcos Ricardo Carnelos. Derivativos de crédito: aplicação para o mercado brasileiro.

Degree: 2007, Pontifícia Universidade Católica de São Paulo

Esse trabalho objetivou analisar a dinâmica da evolução de uma nova classe de instrumentos financeiros chamados de derivativos de crédito. Essa análise tem como objetivo… (more)

Subjects/Keywords: Pricing; Credit; Derivativos (Financas); Derivatives; Credit derivatives; Crédito; Banks; ECONOMIA; Derivativos de crédito; Apreçamento; Derivativos; Bancos; Mercado de capitais  – Brasil

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APA (6th Edition):

Carnelos, M. R. (2007). Derivativos de crédito: aplicação para o mercado brasileiro. (Thesis). Pontifícia Universidade Católica de São Paulo. Retrieved from http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5844

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Carnelos, Marcos Ricardo. “Derivativos de crédito: aplicação para o mercado brasileiro.” 2007. Thesis, Pontifícia Universidade Católica de São Paulo. Accessed April 09, 2020. http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5844.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Carnelos, Marcos Ricardo. “Derivativos de crédito: aplicação para o mercado brasileiro.” 2007. Web. 09 Apr 2020.

Vancouver:

Carnelos MR. Derivativos de crédito: aplicação para o mercado brasileiro. [Internet] [Thesis]. Pontifícia Universidade Católica de São Paulo; 2007. [cited 2020 Apr 09]. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5844.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Carnelos MR. Derivativos de crédito: aplicação para o mercado brasileiro. [Thesis]. Pontifícia Universidade Católica de São Paulo; 2007. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=5844

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

11. Gu, Jiawen. On credit risk modeling and credit derivatives pricing.

Degree: PhD, 2014, University of Hong Kong

 In this thesis, efforts are devoted to the stochastic modeling, measurement and evaluation of credit risks, the development of mathematical and statistical tools to estimate… (more)

Subjects/Keywords: Risk management - Mathematical models; Credit - Management - Mathematical models; Credit derivatives - Mathematical models

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APA (6th Edition):

Gu, J. (2014). On credit risk modeling and credit derivatives pricing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Gu, J. [古嘉雯]. (2014). On credit risk modeling and credit derivatives pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5295509 ; http://dx.doi.org/10.5353/th_b5295509 ; http://hdl.handle.net/10722/202367

Chicago Manual of Style (16th Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed April 09, 2020. Gu, J. [古嘉雯]. (2014). On credit risk modeling and credit derivatives pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5295509 ; http://dx.doi.org/10.5353/th_b5295509 ; http://hdl.handle.net/10722/202367.

MLA Handbook (7th Edition):

Gu, Jiawen. “On credit risk modeling and credit derivatives pricing.” 2014. Web. 09 Apr 2020.

Vancouver:

Gu J. On credit risk modeling and credit derivatives pricing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Apr 09]. Available from: Gu, J. [古嘉雯]. (2014). On credit risk modeling and credit derivatives pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5295509 ; http://dx.doi.org/10.5353/th_b5295509 ; http://hdl.handle.net/10722/202367.

Council of Science Editors:

Gu J. On credit risk modeling and credit derivatives pricing. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Gu, J. [古嘉雯]. (2014). On credit risk modeling and credit derivatives pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5295509 ; http://dx.doi.org/10.5353/th_b5295509 ; http://hdl.handle.net/10722/202367


University of Illinois – Urbana-Champaign

12. Kitwiwattanachai, Chanatip. Essays in credit derivatives.

Degree: PhD, 0075, 2012, University of Illinois – Urbana-Champaign

 This thesis consists of three essays that examine various problems in credit derivatives. In the first essay, we propose a novel method to extract asset… (more)

Subjects/Keywords: Asset Pricing; Credit Derivatives; Credit Default Swaps (CDS); Risk Management; Liquidity; Correlation; Recovery Rates

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APA (6th Edition):

Kitwiwattanachai, C. (2012). Essays in credit derivatives. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/34470

Chicago Manual of Style (16th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed April 09, 2020. http://hdl.handle.net/2142/34470.

MLA Handbook (7th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Web. 09 Apr 2020.

Vancouver:

Kitwiwattanachai C. Essays in credit derivatives. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2142/34470.

Council of Science Editors:

Kitwiwattanachai C. Essays in credit derivatives. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2012. Available from: http://hdl.handle.net/2142/34470


University of Hong Kong

13. Shan, Chenyu. Credit default swaps (CDS) and loan financing.

Degree: PhD, 2013, University of Hong Kong

 As evidenced by its market size, credit default swaps (CDSs) has been the cornerstone product of the credit derivatives market. The central question that I… (more)

Subjects/Keywords: Swaps (Finance); Default (Finance); Bank loans.; Credit derivatives.

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APA (6th Edition):

Shan, C. (2013). Credit default swaps (CDS) and loan financing. (Doctoral Dissertation). University of Hong Kong. Retrieved from Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820

Chicago Manual of Style (16th Edition):

Shan, Chenyu. “Credit default swaps (CDS) and loan financing.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed April 09, 2020. Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820.

MLA Handbook (7th Edition):

Shan, Chenyu. “Credit default swaps (CDS) and loan financing.” 2013. Web. 09 Apr 2020.

Vancouver:

Shan C. Credit default swaps (CDS) and loan financing. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2020 Apr 09]. Available from: Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820.

Council of Science Editors:

Shan C. Credit default swaps (CDS) and loan financing. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Shan, C. [陜晨煜]. (2013). Credit default swaps (CDS) and loan financing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5089965 ; http://dx.doi.org/10.5353/th_b5089965 ; http://hdl.handle.net/10722/192820


University of Colorado

14. Black, Johnathan David. Assessing the Impact of Credit Derivative Seller Disclosure.

Degree: PhD, 2015, University of Colorado

  The 2008 U.S. financial crisis raised questions about the quality of derivative disclosure by banks. I investigate banks that sell credit derivatives and the… (more)

Subjects/Keywords: Credit Derivatives; Information Asymmetry; Liquidity; Mandatory Disclosure; Accounting

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APA (6th Edition):

Black, J. D. (2015). Assessing the Impact of Credit Derivative Seller Disclosure. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/acct_gradetds/6

Chicago Manual of Style (16th Edition):

Black, Johnathan David. “Assessing the Impact of Credit Derivative Seller Disclosure.” 2015. Doctoral Dissertation, University of Colorado. Accessed April 09, 2020. https://scholar.colorado.edu/acct_gradetds/6.

MLA Handbook (7th Edition):

Black, Johnathan David. “Assessing the Impact of Credit Derivative Seller Disclosure.” 2015. Web. 09 Apr 2020.

Vancouver:

Black JD. Assessing the Impact of Credit Derivative Seller Disclosure. [Internet] [Doctoral dissertation]. University of Colorado; 2015. [cited 2020 Apr 09]. Available from: https://scholar.colorado.edu/acct_gradetds/6.

Council of Science Editors:

Black JD. Assessing the Impact of Credit Derivative Seller Disclosure. [Doctoral Dissertation]. University of Colorado; 2015. Available from: https://scholar.colorado.edu/acct_gradetds/6

15. Shi, Ming, 1979-. Local intensity and its dynamics in multi-name credit derivatives modeling:.

Degree: PhD, Mathematics, 2010, Rutgers University

We import the problems and techniques developed for the local volatility model in equity derivatives to multi-name credit modeling, propose and solve analogous problems. In… (more)

Subjects/Keywords: Credit derivatives – Mathematical models

…appearing in the specification of λ(t); this leads to a tractable credit derivatives… …t), or the prices of European-style vanilla multi-name credit derivatives. Λ(T… …chapters. The first section is dedicated to the introduction of credit derivatives. We will give… …the definition and analyze the payoff of single-name and multi-name credit derivatives… …and Gy¨ ongy’s theorem. 2.1 Credit derivatives In recent years, credit derivatives have… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shi, Ming, 1. (2010). Local intensity and its dynamics in multi-name credit derivatives modeling:. (Doctoral Dissertation). Rutgers University. Retrieved from http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150

Chicago Manual of Style (16th Edition):

Shi, Ming, 1979-. “Local intensity and its dynamics in multi-name credit derivatives modeling:.” 2010. Doctoral Dissertation, Rutgers University. Accessed April 09, 2020. http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150.

MLA Handbook (7th Edition):

Shi, Ming, 1979-. “Local intensity and its dynamics in multi-name credit derivatives modeling:.” 2010. Web. 09 Apr 2020.

Vancouver:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2020 Apr 09]. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150.

Council of Science Editors:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Doctoral Dissertation]. Rutgers University; 2010. Available from: http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.000052150


Indian Institute of Science

16. Banerjee, Tamal. Analyzing Credit Risk Models In A Regime Switching Market.

Degree: 2012, Indian Institute of Science

 Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit(more)

Subjects/Keywords: Mathematical Finance; Credit Risk Model; Regime Switching Market; Credit Risk Analysis; Credit Derivatives Market; Defaultable Bonds - Pricing; Credit Derivatives Prices; Markov Modulated Market; Reduced Form Model; Regime Switching Models; Credit Risk; Financial Economics

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APA (6th Edition):

Banerjee, T. (2012). Analyzing Credit Risk Models In A Regime Switching Market. (Thesis). Indian Institute of Science. Retrieved from http://etd.iisc.ernet.in/handle/2005/2517 ; http://etd.ncsi.iisc.ernet.in/abstracts/3266/G25537-Abs.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2012. Thesis, Indian Institute of Science. Accessed April 09, 2020. http://etd.iisc.ernet.in/handle/2005/2517 ; http://etd.ncsi.iisc.ernet.in/abstracts/3266/G25537-Abs.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2012. Web. 09 Apr 2020.

Vancouver:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Internet] [Thesis]. Indian Institute of Science; 2012. [cited 2020 Apr 09]. Available from: http://etd.iisc.ernet.in/handle/2005/2517 ; http://etd.ncsi.iisc.ernet.in/abstracts/3266/G25537-Abs.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Thesis]. Indian Institute of Science; 2012. Available from: http://etd.iisc.ernet.in/handle/2005/2517 ; http://etd.ncsi.iisc.ernet.in/abstracts/3266/G25537-Abs.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Indian Institute of Science

17. Banerjee, Tamal. Analyzing Credit Risk Models In A Regime Switching Market.

Degree: 2012, Indian Institute of Science

 Recently, the financial world witnessed a series of major defaults by several institutions and investment banks. Therefore, it is not at all surprising that credit(more)

Subjects/Keywords: Mathematical Finance; Credit Risk Model; Regime Switching Market; Credit Risk Analysis; Credit Derivatives Market; Defaultable Bonds - Pricing; Credit Derivatives Prices; Markov Modulated Market; Reduced Form Model; Regime Switching Models; Credit Risk; Financial Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Banerjee, T. (2012). Analyzing Credit Risk Models In A Regime Switching Market. (Thesis). Indian Institute of Science. Retrieved from http://hdl.handle.net/2005/2517

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2012. Thesis, Indian Institute of Science. Accessed April 09, 2020. http://hdl.handle.net/2005/2517.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2012. Web. 09 Apr 2020.

Vancouver:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Internet] [Thesis]. Indian Institute of Science; 2012. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2005/2517.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Thesis]. Indian Institute of Science; 2012. Available from: http://hdl.handle.net/2005/2517

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Boman, Karin. Credit derivatives in Swedish banks : Both sides of the coin.

Degree: Faculty of Arts and Sciences, 2011, Linköping UniversityLinköping University

  Background: The financial crisis of 2007-2010 had a massive impact on the financial markets worldwide. The crisis was partly blamed on the credit derivatives(more)

Subjects/Keywords: Credit derivatives; credit default swap; collateralized debt obligation; Swedish banks; risk management; hedging; central clearing; OTC

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APA (6th Edition):

Boman, K. (2011). Credit derivatives in Swedish banks : Both sides of the coin. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72885

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Boman, Karin. “Credit derivatives in Swedish banks : Both sides of the coin.” 2011. Thesis, Linköping UniversityLinköping University. Accessed April 09, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72885.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Boman, Karin. “Credit derivatives in Swedish banks : Both sides of the coin.” 2011. Web. 09 Apr 2020.

Vancouver:

Boman K. Credit derivatives in Swedish banks : Both sides of the coin. [Internet] [Thesis]. Linköping UniversityLinköping University; 2011. [cited 2020 Apr 09]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72885.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Boman K. Credit derivatives in Swedish banks : Both sides of the coin. [Thesis]. Linköping UniversityLinköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72885

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

19. Rodrigues, Rodrigo Alves. Derivativos de crédito: aspectos jurídicos.

Degree: PhD, Direito Comercial, 2015, University of São Paulo

A presente tese objetiva estudar o Credit Default Swap (CDS) e o Total Return Swap (TRS), que são os derivativos de crédito cuja negociação é… (more)

Subjects/Keywords: Credit derivatives; Crédito; Derivativos (aspectos legais); Direito comercial; Financial market; Mercado financeiro; regulation

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APA (6th Edition):

Rodrigues, R. A. (2015). Derivativos de crédito: aspectos jurídicos. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/2/2132/tde-14122015-091419/ ;

Chicago Manual of Style (16th Edition):

Rodrigues, Rodrigo Alves. “Derivativos de crédito: aspectos jurídicos.” 2015. Doctoral Dissertation, University of São Paulo. Accessed April 09, 2020. http://www.teses.usp.br/teses/disponiveis/2/2132/tde-14122015-091419/ ;.

MLA Handbook (7th Edition):

Rodrigues, Rodrigo Alves. “Derivativos de crédito: aspectos jurídicos.” 2015. Web. 09 Apr 2020.

Vancouver:

Rodrigues RA. Derivativos de crédito: aspectos jurídicos. [Internet] [Doctoral dissertation]. University of São Paulo; 2015. [cited 2020 Apr 09]. Available from: http://www.teses.usp.br/teses/disponiveis/2/2132/tde-14122015-091419/ ;.

Council of Science Editors:

Rodrigues RA. Derivativos de crédito: aspectos jurídicos. [Doctoral Dissertation]. University of São Paulo; 2015. Available from: http://www.teses.usp.br/teses/disponiveis/2/2132/tde-14122015-091419/ ;


Harvard University

20. Spamann, Holger. Essays in Applied Microeconomics.

Degree: PhD, Economics, 2012, Harvard University

Chapter 1 develops a model of parallel trading of corporate securities (shares, bonds) and derivatives in which a large trader can sometimes profitably acquire securities… (more)

Subjects/Keywords: credit default swaps; crime and punishment; derivatives; empty voting; trading; economics; legal origins

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APA (6th Edition):

Spamann, H. (2012). Essays in Applied Microeconomics. (Doctoral Dissertation). Harvard University. Retrieved from http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267

Chicago Manual of Style (16th Edition):

Spamann, Holger. “Essays in Applied Microeconomics.” 2012. Doctoral Dissertation, Harvard University. Accessed April 09, 2020. http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267.

MLA Handbook (7th Edition):

Spamann, Holger. “Essays in Applied Microeconomics.” 2012. Web. 09 Apr 2020.

Vancouver:

Spamann H. Essays in Applied Microeconomics. [Internet] [Doctoral dissertation]. Harvard University; 2012. [cited 2020 Apr 09]. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267.

Council of Science Editors:

Spamann H. Essays in Applied Microeconomics. [Doctoral Dissertation]. Harvard University; 2012. Available from: http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267


University of Oxford

21. Bujok, Karolina Edyta. Numerical solutions to a class of stochastic partial differential equations arising in finance.

Degree: PhD, 2013, University of Oxford

 We propose two alternative approaches to evaluate numerically credit basket derivatives in a N-name structural model where the number of entities, N, is large, and… (more)

Subjects/Keywords: 519.2; Computational and Mathematical Finance; Credit basket derivatives; Monte Carlo simulations; Stochastic PDEs

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APA (6th Edition):

Bujok, K. E. (2013). Numerical solutions to a class of stochastic partial differential equations arising in finance. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:d2e76713-607b-4f26-977a-ac4df56d54f2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.644666

Chicago Manual of Style (16th Edition):

Bujok, Karolina Edyta. “Numerical solutions to a class of stochastic partial differential equations arising in finance.” 2013. Doctoral Dissertation, University of Oxford. Accessed April 09, 2020. http://ora.ox.ac.uk/objects/uuid:d2e76713-607b-4f26-977a-ac4df56d54f2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.644666.

MLA Handbook (7th Edition):

Bujok, Karolina Edyta. “Numerical solutions to a class of stochastic partial differential equations arising in finance.” 2013. Web. 09 Apr 2020.

Vancouver:

Bujok KE. Numerical solutions to a class of stochastic partial differential equations arising in finance. [Internet] [Doctoral dissertation]. University of Oxford; 2013. [cited 2020 Apr 09]. Available from: http://ora.ox.ac.uk/objects/uuid:d2e76713-607b-4f26-977a-ac4df56d54f2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.644666.

Council of Science Editors:

Bujok KE. Numerical solutions to a class of stochastic partial differential equations arising in finance. [Doctoral Dissertation]. University of Oxford; 2013. Available from: http://ora.ox.ac.uk/objects/uuid:d2e76713-607b-4f26-977a-ac4df56d54f2 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.644666

22. STACKLER MARTIN-GILLES JEAN MARIE D. Pricing of Forward Starting Collateralized Debt Obligation.

Degree: 2009, National University of Singapore

Subjects/Keywords: Credit Derivatives; CDO; Copula; Markov Chain

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APA (6th Edition):

D, S. M. J. M. (2009). Pricing of Forward Starting Collateralized Debt Obligation. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/16761

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

D, STACKLER MARTIN-GILLES JEAN MARIE. “Pricing of Forward Starting Collateralized Debt Obligation.” 2009. Thesis, National University of Singapore. Accessed April 09, 2020. http://scholarbank.nus.edu.sg/handle/10635/16761.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

D, STACKLER MARTIN-GILLES JEAN MARIE. “Pricing of Forward Starting Collateralized Debt Obligation.” 2009. Web. 09 Apr 2020.

Vancouver:

D SMJM. Pricing of Forward Starting Collateralized Debt Obligation. [Internet] [Thesis]. National University of Singapore; 2009. [cited 2020 Apr 09]. Available from: http://scholarbank.nus.edu.sg/handle/10635/16761.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

D SMJM. Pricing of Forward Starting Collateralized Debt Obligation. [Thesis]. National University of Singapore; 2009. Available from: http://scholarbank.nus.edu.sg/handle/10635/16761

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. JITENDRA DATTATRAY BHANAP. Analysis of Equity Default Swaps Pricing.

Degree: 2009, National University of Singapore

Subjects/Keywords: credit; derivatives; equity; default; swaps; pricing

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APA (6th Edition):

BHANAP, J. D. (2009). Analysis of Equity Default Swaps Pricing. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/17989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

BHANAP, JITENDRA DATTATRAY. “Analysis of Equity Default Swaps Pricing.” 2009. Thesis, National University of Singapore. Accessed April 09, 2020. http://scholarbank.nus.edu.sg/handle/10635/17989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

BHANAP, JITENDRA DATTATRAY. “Analysis of Equity Default Swaps Pricing.” 2009. Web. 09 Apr 2020.

Vancouver:

BHANAP JD. Analysis of Equity Default Swaps Pricing. [Internet] [Thesis]. National University of Singapore; 2009. [cited 2020 Apr 09]. Available from: http://scholarbank.nus.edu.sg/handle/10635/17989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

BHANAP JD. Analysis of Equity Default Swaps Pricing. [Thesis]. National University of Singapore; 2009. Available from: http://scholarbank.nus.edu.sg/handle/10635/17989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Texas – Austin

24. -1540-840X. Insurance and financial products to mitigate political and credit risk.

Degree: MBA, Business Administration, 2015, University of Texas – Austin

 This project explores insurance and financial products corporations use to transfer political and credit risk. In the post-WWII era, government agencies created new types of… (more)

Subjects/Keywords: Political risk; Credit derivatives; Political risk insurance; Overseas private investment corporation; Dodd-Frank

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APA (6th Edition):

-1540-840X. (2015). Insurance and financial products to mitigate political and credit risk. (Masters Thesis). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/32440

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

-1540-840X. “Insurance and financial products to mitigate political and credit risk.” 2015. Masters Thesis, University of Texas – Austin. Accessed April 09, 2020. http://hdl.handle.net/2152/32440.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

-1540-840X. “Insurance and financial products to mitigate political and credit risk.” 2015. Web. 09 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

-1540-840X. Insurance and financial products to mitigate political and credit risk. [Internet] [Masters thesis]. University of Texas – Austin; 2015. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2152/32440.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

-1540-840X. Insurance and financial products to mitigate political and credit risk. [Masters Thesis]. University of Texas – Austin; 2015. Available from: http://hdl.handle.net/2152/32440

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


University of Toronto

25. Begaliyev, Rinat. Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality.

Degree: 2009, University of Toronto

This study examines the issue of tax neutrality of the income tax treatment of credit swaps in Canada in domestic context. It analyzes the applicable… (more)

Subjects/Keywords: derivatives; tax policy; credit swaps; taxation

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APA (6th Edition):

Begaliyev, R. (2009). Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality. (Masters Thesis). University of Toronto. Retrieved from http://hdl.handle.net/1807/18158

Chicago Manual of Style (16th Edition):

Begaliyev, Rinat. “Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality.” 2009. Masters Thesis, University of Toronto. Accessed April 09, 2020. http://hdl.handle.net/1807/18158.

MLA Handbook (7th Edition):

Begaliyev, Rinat. “Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality.” 2009. Web. 09 Apr 2020.

Vancouver:

Begaliyev R. Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality. [Internet] [Masters thesis]. University of Toronto; 2009. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/1807/18158.

Council of Science Editors:

Begaliyev R. Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality. [Masters Thesis]. University of Toronto; 2009. Available from: http://hdl.handle.net/1807/18158


Hong Kong University of Science and Technology

26. Li, Chunhong. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.

Degree: 2014, Hong Kong University of Science and Technology

 This thesis consists of three parts and focuses on issues of financial market after the financial crisis. In the first part, we propose two models… (more)

Subjects/Keywords: Credit derivatives ; Mathematical models ; Swaps (Finance) ; Default (Finance) ; Financial risk ; Risk management

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APA (6th Edition):

Li, C. (2014). Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Chunhong. “Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.” 2014. Thesis, Hong Kong University of Science and Technology. Accessed April 09, 2020. http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Chunhong. “Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model.” 2014. Web. 09 Apr 2020.

Vancouver:

Li C. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2014. [cited 2020 Apr 09]. Available from: http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li C. Essays on CDS trading, CVA and FVA with gap risk, and a post-crisis dual-curve affine model. [Thesis]. Hong Kong University of Science and Technology; 2014. Available from: http://repository.ust.hk/ir/Record/1783.1-65676 ; https://doi.org/10.14711/thesis-b1302301 ; http://repository.ust.hk/ir/bitstream/1783.1-65676/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Vrije Universiteit Amsterdam

27. Wojtowicz, M.P. Pricing Credit Derivatives and Credit Securitization .

Degree: 2014, Vrije Universiteit Amsterdam

Subjects/Keywords: credit securitization; credit derivatives; credit ratings; pricing financial instruments; liquidity; arbitrage

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APA (6th Edition):

Wojtowicz, M. P. (2014). Pricing Credit Derivatives and Credit Securitization . (Doctoral Dissertation). Vrije Universiteit Amsterdam. Retrieved from http://hdl.handle.net/1871/51782

Chicago Manual of Style (16th Edition):

Wojtowicz, M P. “Pricing Credit Derivatives and Credit Securitization .” 2014. Doctoral Dissertation, Vrije Universiteit Amsterdam. Accessed April 09, 2020. http://hdl.handle.net/1871/51782.

MLA Handbook (7th Edition):

Wojtowicz, M P. “Pricing Credit Derivatives and Credit Securitization .” 2014. Web. 09 Apr 2020.

Vancouver:

Wojtowicz MP. Pricing Credit Derivatives and Credit Securitization . [Internet] [Doctoral dissertation]. Vrije Universiteit Amsterdam; 2014. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/1871/51782.

Council of Science Editors:

Wojtowicz MP. Pricing Credit Derivatives and Credit Securitization . [Doctoral Dissertation]. Vrije Universiteit Amsterdam; 2014. Available from: http://hdl.handle.net/1871/51782


Université de Grenoble

28. Gex, Mathieu. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.

Degree: Docteur es, Sciences de gestion, 2011, Université de Grenoble

Cette thèse étudie la dynamique du marché des credit default swaps (CDS), instruments financiers de transfert du risque du crédit, et de ses relations avec… (more)

Subjects/Keywords: Credit default swaps; Dérivés de crédit; Transfert de risque; Crises financières; Contagion; Causalité; Credit default swaps; Credit derivatives; Risk transfert; Financial crises; Contagion; Causality

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APA (6th Edition):

Gex, M. (2011). Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. (Doctoral Dissertation). Université de Grenoble. Retrieved from http://www.theses.fr/2011GRENG003

Chicago Manual of Style (16th Edition):

Gex, Mathieu. “Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.” 2011. Doctoral Dissertation, Université de Grenoble. Accessed April 09, 2020. http://www.theses.fr/2011GRENG003.

MLA Handbook (7th Edition):

Gex, Mathieu. “Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises.” 2011. Web. 09 Apr 2020.

Vancouver:

Gex M. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. [Internet] [Doctoral dissertation]. Université de Grenoble; 2011. [cited 2020 Apr 09]. Available from: http://www.theses.fr/2011GRENG003.

Council of Science Editors:

Gex M. Le marché des credit default swaps : effets de contagion et processus de découverte des prix durant les crises. : The credit default swap market : contagion effects and price discovery process during crises. [Doctoral Dissertation]. Université de Grenoble; 2011. Available from: http://www.theses.fr/2011GRENG003

29. Adriano Campos Menezes. Banks and credit derivatives in a general equilibrium model with incomplete markets and default.

Degree: 2010, Universidade Católica de Brasilia

Na primeira parte, desenvolve-se um modelo de equilíbrio geral com mercados incompletos e default para estudar em que condições os bancos se formam. Para que… (more)

Subjects/Keywords: contratos; perda; mercados incompletos; sistema bancário; derivativos de crédito; ECONOMIA; contracts; default; incomplete markets; banking system; credit derivatives; ECONOMIA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Menezes, A. C. (2010). Banks and credit derivatives in a general equilibrium model with incomplete markets and default. (Masters Thesis). Universidade Católica de Brasilia. Retrieved from http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1249

Chicago Manual of Style (16th Edition):

Menezes, Adriano Campos. “Banks and credit derivatives in a general equilibrium model with incomplete markets and default.” 2010. Masters Thesis, Universidade Católica de Brasilia. Accessed April 09, 2020. http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1249.

MLA Handbook (7th Edition):

Menezes, Adriano Campos. “Banks and credit derivatives in a general equilibrium model with incomplete markets and default.” 2010. Web. 09 Apr 2020.

Vancouver:

Menezes AC. Banks and credit derivatives in a general equilibrium model with incomplete markets and default. [Internet] [Masters thesis]. Universidade Católica de Brasilia; 2010. [cited 2020 Apr 09]. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1249.

Council of Science Editors:

Menezes AC. Banks and credit derivatives in a general equilibrium model with incomplete markets and default. [Masters Thesis]. Universidade Católica de Brasilia; 2010. Available from: http://www.bdtd.ucb.br/tede/tde_busca/arquivo.php?codArquivo=1249

30. F. Soddu. I CONTRATTI DERIVATI DI CREDITO.

Degree: 2017, Università degli Studi di Milano

Il presente lavoro tratta del fenomeno dei derivati di credito dal punto di vista del diritto civile, con particolare riferimento agli aspetti contrattuali e ai… (more)

Subjects/Keywords: derivati di credito; credit derivatives; default swap; cds; indennitario; adeguatezza; arbitraggio; Settore IUS/01 - Diritto Privato

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Soddu, F. (2017). I CONTRATTI DERIVATI DI CREDITO. (Thesis). Università degli Studi di Milano. Retrieved from http://hdl.handle.net/2434/464957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Soddu, F.. “I CONTRATTI DERIVATI DI CREDITO.” 2017. Thesis, Università degli Studi di Milano. Accessed April 09, 2020. http://hdl.handle.net/2434/464957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Soddu, F.. “I CONTRATTI DERIVATI DI CREDITO.” 2017. Web. 09 Apr 2020.

Vancouver:

Soddu F. I CONTRATTI DERIVATI DI CREDITO. [Internet] [Thesis]. Università degli Studi di Milano; 2017. [cited 2020 Apr 09]. Available from: http://hdl.handle.net/2434/464957.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Soddu F. I CONTRATTI DERIVATI DI CREDITO. [Thesis]. Università degli Studi di Milano; 2017. Available from: http://hdl.handle.net/2434/464957

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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