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You searched for subject:(Credit default swap). Showing records 1 – 30 of 51 total matches.

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Universidad de Chile

1. De la Cerda Ramírez, Francisco Antonio. ¿Existe información relevante en los CDS para predecir cambios de rating? : un modelo probit con datos de panel para países emergentes .

Degree: 2018, Universidad de Chile

 Esta investigación se evalúa si los mercados de CDS (Credit Default Swap) de países emergentes son capaces de anticipar cambios en el rating de la… (more)

Subjects/Keywords: Deuda; Países emergentes; Credit Default Swap

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APA (6th Edition):

De la Cerda Ramírez, F. A. (2018). ¿Existe información relevante en los CDS para predecir cambios de rating? : un modelo probit con datos de panel para países emergentes . (Thesis). Universidad de Chile. Retrieved from http://repositorio.uchile.cl/handle/2250/167998

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):

De la Cerda Ramírez, Francisco Antonio. “¿Existe información relevante en los CDS para predecir cambios de rating? : un modelo probit con datos de panel para países emergentes .” 2018. Thesis, Universidad de Chile. Accessed June 17, 2019. http://repositorio.uchile.cl/handle/2250/167998.

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

MLA Handbook (7th Edition):

De la Cerda Ramírez, Francisco Antonio. “¿Existe información relevante en los CDS para predecir cambios de rating? : un modelo probit con datos de panel para países emergentes .” 2018. Web. 17 Jun 2019.

Vancouver:

De la Cerda Ramírez FA. ¿Existe información relevante en los CDS para predecir cambios de rating? : un modelo probit con datos de panel para países emergentes . [Internet] [Thesis]. Universidad de Chile; 2018. [cited 2019 Jun 17]. Available from: http://repositorio.uchile.cl/handle/2250/167998.

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

Council of Science Editors:

De la Cerda Ramírez FA. ¿Existe información relevante en los CDS para predecir cambios de rating? : un modelo probit con datos de panel para países emergentes . [Thesis]. Universidad de Chile; 2018. Available from: http://repositorio.uchile.cl/handle/2250/167998

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


EPFL

2. Junge, Jan Benjamin. Essays on the Market Structure and Pricing of Credit Derivatives.

Degree: 2016, EPFL

 This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-the-counter markets… (more)

Subjects/Keywords: Credit Default Swap; Dodd-Frank Act; Index Credit Default Swap; Liquidity Risk; Over-The-Counter Markets; Swap Execution Facility; Transaction Costs

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APA (6th Edition):

Junge, J. B. (2016). Essays on the Market Structure and Pricing of Credit Derivatives. (Thesis). EPFL. Retrieved from http://infoscience.epfl.ch/record/222511

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):

Junge, Jan Benjamin. “Essays on the Market Structure and Pricing of Credit Derivatives.” 2016. Thesis, EPFL. Accessed June 17, 2019. http://infoscience.epfl.ch/record/222511.

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

MLA Handbook (7th Edition):

Junge, Jan Benjamin. “Essays on the Market Structure and Pricing of Credit Derivatives.” 2016. Web. 17 Jun 2019.

Vancouver:

Junge JB. Essays on the Market Structure and Pricing of Credit Derivatives. [Internet] [Thesis]. EPFL; 2016. [cited 2019 Jun 17]. Available from: http://infoscience.epfl.ch/record/222511.

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

Council of Science Editors:

Junge JB. Essays on the Market Structure and Pricing of Credit Derivatives. [Thesis]. EPFL; 2016. Available from: http://infoscience.epfl.ch/record/222511

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

3. Gonçalves, Luís Miguel Aragão Duarte. Risco de crédito: implementação de um modelo estrutural para estimar probabilidades de default e credit default swap spreads.

Degree: 2015, RCAAP

 Este trabalho tem como objetivo, calcular e comparar Credit Default Swap (CDS) spreads teóricos, calculados através de um modelo estrutural, com CDS spreads empíricos observados… (more)

Subjects/Keywords: Risco de crédito; Modelo creditGrades; Probabilidade de default; Credit default swap

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APA (6th Edition):

Gonçalves, L. M. A. D. (2015). Risco de crédito: implementação de um modelo estrutural para estimar probabilidades de default e credit default swap spreads. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/11478

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):

Gonçalves, Luís Miguel Aragão Duarte. “Risco de crédito: implementação de um modelo estrutural para estimar probabilidades de default e credit default swap spreads.” 2015. Thesis, RCAAP. Accessed June 17, 2019. https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/11478.

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

MLA Handbook (7th Edition):

Gonçalves, Luís Miguel Aragão Duarte. “Risco de crédito: implementação de um modelo estrutural para estimar probabilidades de default e credit default swap spreads.” 2015. Web. 17 Jun 2019.

Vancouver:

Gonçalves LMAD. Risco de crédito: implementação de um modelo estrutural para estimar probabilidades de default e credit default swap spreads. [Internet] [Thesis]. RCAAP; 2015. [cited 2019 Jun 17]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/11478.

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

Council of Science Editors:

Gonçalves LMAD. Risco de crédito: implementação de um modelo estrutural para estimar probabilidades de default e credit default swap spreads. [Thesis]. RCAAP; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:comum.rcaap.pt:10400.26/11478

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


University of Pretoria

4. Milwidsky, Cara. Credit valuation adjustments with application to credit default swaps.

Degree: Mathematics and Applied Mathematics, 2012, University of Pretoria

 The credit valuation adjustment (CVA) on an over-the-counter derivative transaction is the price of the risk associated with the potential default of the counterparties to… (more)

Subjects/Keywords: Credit default swap (cds); Credit valuation adjustment (cva); UCTD

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APA (6th Edition):

Milwidsky, C. (2012). Credit valuation adjustments with application to credit default swaps. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/26050

Chicago Manual of Style (16th Edition):

Milwidsky, Cara. “Credit valuation adjustments with application to credit default swaps.” 2012. Masters Thesis, University of Pretoria. Accessed June 17, 2019. http://hdl.handle.net/2263/26050.

MLA Handbook (7th Edition):

Milwidsky, Cara. “Credit valuation adjustments with application to credit default swaps.” 2012. Web. 17 Jun 2019.

Vancouver:

Milwidsky C. Credit valuation adjustments with application to credit default swaps. [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/2263/26050.

Council of Science Editors:

Milwidsky C. Credit valuation adjustments with application to credit default swaps. [Masters Thesis]. University of Pretoria; 2012. Available from: http://hdl.handle.net/2263/26050


University of Pretoria

5. [No author]. Credit valuation adjustments with application to credit default swaps .

Degree: 2012, University of Pretoria

 The credit valuation adjustment (CVA) on an over-the-counter derivative transaction is the price of the risk associated with the potential default of the counterparties to… (more)

Subjects/Keywords: Credit default swap (cds); Credit valuation adjustment (cva); UCTD

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APA (6th Edition):

author], [. (2012). Credit valuation adjustments with application to credit default swaps . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-07032012-130413/

Chicago Manual of Style (16th Edition):

author], [No. “Credit valuation adjustments with application to credit default swaps .” 2012. Masters Thesis, University of Pretoria. Accessed June 17, 2019. http://upetd.up.ac.za/thesis/available/etd-07032012-130413/.

MLA Handbook (7th Edition):

author], [No. “Credit valuation adjustments with application to credit default swaps .” 2012. Web. 17 Jun 2019.

Vancouver:

author] [. Credit valuation adjustments with application to credit default swaps . [Internet] [Masters thesis]. University of Pretoria; 2012. [cited 2019 Jun 17]. Available from: http://upetd.up.ac.za/thesis/available/etd-07032012-130413/.

Council of Science Editors:

author] [. Credit valuation adjustments with application to credit default swaps . [Masters Thesis]. University of Pretoria; 2012. Available from: http://upetd.up.ac.za/thesis/available/etd-07032012-130413/


University of Vienna

6. Machackova, Anna. Did Credit default swaps contribute to the systemic risk in the Great Financial Crisis?.

Degree: 2017, University of Vienna

Die Credit Default Swaps (CDS) gehören der Familie der Derivate an, welche es Finanzinstituten erlaubt, Kreditrisiken zu verwalten. Vor dem Ausbruch der Finanzkrise im 2008… (more)

Subjects/Keywords: 85.99 Betriebswirtschaft: Sonstiges; Finanzkrise / Credit Default Swap / Kontrahentenrisiko / systemisches Risiko / Verbriefung; financial crisis / credit default swap / counterparty risk / systemic risk / securitization

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APA (6th Edition):

Machackova, A. (2017). Did Credit default swaps contribute to the systemic risk in the Great Financial Crisis?. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/48014/

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):

Machackova, Anna. “Did Credit default swaps contribute to the systemic risk in the Great Financial Crisis?.” 2017. Thesis, University of Vienna. Accessed June 17, 2019. http://othes.univie.ac.at/48014/.

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

MLA Handbook (7th Edition):

Machackova, Anna. “Did Credit default swaps contribute to the systemic risk in the Great Financial Crisis?.” 2017. Web. 17 Jun 2019.

Vancouver:

Machackova A. Did Credit default swaps contribute to the systemic risk in the Great Financial Crisis?. [Internet] [Thesis]. University of Vienna; 2017. [cited 2019 Jun 17]. Available from: http://othes.univie.ac.at/48014/.

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

Council of Science Editors:

Machackova A. Did Credit default swaps contribute to the systemic risk in the Great Financial Crisis?. [Thesis]. University of Vienna; 2017. Available from: http://othes.univie.ac.at/48014/

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

7. Fahey, Brian Charles. Structured Finance and its Effects on Macroeconomic Stability.

Degree: MA, Economics, 2011, U of Denver

  The tools and techniques of structured finance have changed banking remarkably over the past twenty years. This area grew to become larger than the… (more)

Subjects/Keywords: Collateralized debt obligations; Credit default swap; Efficient Market Theory; Structured Finance

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APA (6th Edition):

Fahey, B. C. (2011). Structured Finance and its Effects on Macroeconomic Stability. (Thesis). U of Denver. Retrieved from https://digitalcommons.du.edu/etd/804

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):

Fahey, Brian Charles. “Structured Finance and its Effects on Macroeconomic Stability.” 2011. Thesis, U of Denver. Accessed June 17, 2019. https://digitalcommons.du.edu/etd/804.

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

MLA Handbook (7th Edition):

Fahey, Brian Charles. “Structured Finance and its Effects on Macroeconomic Stability.” 2011. Web. 17 Jun 2019.

Vancouver:

Fahey BC. Structured Finance and its Effects on Macroeconomic Stability. [Internet] [Thesis]. U of Denver; 2011. [cited 2019 Jun 17]. Available from: https://digitalcommons.du.edu/etd/804.

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

Council of Science Editors:

Fahey BC. Structured Finance and its Effects on Macroeconomic Stability. [Thesis]. U of Denver; 2011. Available from: https://digitalcommons.du.edu/etd/804

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


NSYSU

8. Wen, Chung-Chieh. CDS Spread Changes around Eurozone Debt Crisis – An Empirical Analysis of the Germany Financial Industry.

Degree: Master, Finance, 2013, NSYSU

 Germany is the main member in Eurozone,but under the Sub-prime and Eurozone Debt Crisis, howâs Credit Default Swap(CDS) Spread interaction with Germany Financial Industries is… (more)

Subjects/Keywords: Germany Financial Industry; Eurozone Debt Crisis; Credit Default Swap

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

APA (6th Edition):

Wen, C. (2013). CDS Spread Changes around Eurozone Debt Crisis – An Empirical Analysis of the Germany Financial Industry. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728113-192836

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):

Wen, Chung-Chieh. “CDS Spread Changes around Eurozone Debt Crisis – An Empirical Analysis of the Germany Financial Industry.” 2013. Thesis, NSYSU. Accessed June 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728113-192836.

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

MLA Handbook (7th Edition):

Wen, Chung-Chieh. “CDS Spread Changes around Eurozone Debt Crisis – An Empirical Analysis of the Germany Financial Industry.” 2013. Web. 17 Jun 2019.

Vancouver:

Wen C. CDS Spread Changes around Eurozone Debt Crisis – An Empirical Analysis of the Germany Financial Industry. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Jun 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728113-192836.

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

Council of Science Editors:

Wen C. CDS Spread Changes around Eurozone Debt Crisis – An Empirical Analysis of the Germany Financial Industry. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728113-192836

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


University of Houston

9. Ekici, Emrah. The Effects of Credits Default Swaps on Analyst Forecasting.

Degree: Accountancy and Taxation, Department of, University of Houston

 This research studies the effect of development of the CDS market; one of the most important financial innovations in recent times, on financial analysts’ forecast… (more)

Subjects/Keywords: credit default swap; accuracy; dispersion

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APA (6th Edition):

Ekici, E. (n.d.). The Effects of Credits Default Swaps on Analyst Forecasting. (Thesis). University of Houston. Retrieved from http://hdl.handle.net/10657/2780

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ekici, Emrah. “The Effects of Credits Default Swaps on Analyst Forecasting.” Thesis, University of Houston. Accessed June 17, 2019. http://hdl.handle.net/10657/2780.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ekici, Emrah. “The Effects of Credits Default Swaps on Analyst Forecasting.” Web. 17 Jun 2019.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Ekici E. The Effects of Credits Default Swaps on Analyst Forecasting. [Internet] [Thesis]. University of Houston; [cited 2019 Jun 17]. Available from: http://hdl.handle.net/10657/2780.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Ekici E. The Effects of Credits Default Swaps on Analyst Forecasting. [Thesis]. University of Houston; Available from: http://hdl.handle.net/10657/2780

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Universidade Nova

10. Dutra, Tiago Mota. Credit default swap (CDS) prediction model & trading strategy.

Degree: 2015, Universidade Nova

This project focuses on the study of different explanatory models for the behavior of CDS security, such as Fixed-Effect Model, GLS Random-Effect Model, Pooled OLS… (more)

Subjects/Keywords: Credit default swap; Econometric prediction model; Quantile regression; Trading strategy

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APA (6th Edition):

Dutra, T. M. (2015). Credit default swap (CDS) prediction model & trading strategy. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15345

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):

Dutra, Tiago Mota. “Credit default swap (CDS) prediction model & trading strategy.” 2015. Thesis, Universidade Nova. Accessed June 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15345.

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

MLA Handbook (7th Edition):

Dutra, Tiago Mota. “Credit default swap (CDS) prediction model & trading strategy.” 2015. Web. 17 Jun 2019.

Vancouver:

Dutra TM. Credit default swap (CDS) prediction model & trading strategy. [Internet] [Thesis]. Universidade Nova; 2015. [cited 2019 Jun 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15345.

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

Council of Science Editors:

Dutra TM. Credit default swap (CDS) prediction model & trading strategy. [Thesis]. Universidade Nova; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/15345

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


NSYSU

11. Tang, Chien-wen. The Implication of Term Structure of CDS Spread in Emerging Markets.

Degree: Master, Finance, 2018, NSYSU

 This paper discussed how the term structure of CDS spread in emerging markets and PIIGS impacting on the real economy and the return of stock… (more)

Subjects/Keywords: Financial Crisis; EGARCH Model; Spillover Effect; Term Structure; Credit Default Swap

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APA (6th Edition):

Tang, C. (2018). The Implication of Term Structure of CDS Spread in Emerging Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-200942

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):

Tang, Chien-wen. “The Implication of Term Structure of CDS Spread in Emerging Markets.” 2018. Thesis, NSYSU. Accessed June 17, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-200942.

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

MLA Handbook (7th Edition):

Tang, Chien-wen. “The Implication of Term Structure of CDS Spread in Emerging Markets.” 2018. Web. 17 Jun 2019.

Vancouver:

Tang C. The Implication of Term Structure of CDS Spread in Emerging Markets. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Jun 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-200942.

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

Council of Science Editors:

Tang C. The Implication of Term Structure of CDS Spread in Emerging Markets. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0525118-200942

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


University of Rochester

12. Vo, Thu V.; Ivanov, Ivan T. (1984 - ); Santos , João Cabral dos. Essays on debt financing.

Degree: PhD, 2014, University of Rochester

 This dissertation contains two essays on debt financing. In my first essay, I provide empirical evidence on the information content of loan spreads. By studying… (more)

Subjects/Keywords: Credit default swap; Loan spreads; Market-based pricing

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APA (6th Edition):

Vo, Thu V.; Ivanov, Ivan T. (1984 - ); Santos , J. C. d. (2014). Essays on debt financing. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/28943

Chicago Manual of Style (16th Edition):

Vo, Thu V.; Ivanov, Ivan T. (1984 - ); Santos , João Cabral dos. “Essays on debt financing.” 2014. Doctoral Dissertation, University of Rochester. Accessed June 17, 2019. http://hdl.handle.net/1802/28943.

MLA Handbook (7th Edition):

Vo, Thu V.; Ivanov, Ivan T. (1984 - ); Santos , João Cabral dos. “Essays on debt financing.” 2014. Web. 17 Jun 2019.

Vancouver:

Vo, Thu V.; Ivanov, Ivan T. (1984 - ); Santos JCd. Essays on debt financing. [Internet] [Doctoral dissertation]. University of Rochester; 2014. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/1802/28943.

Council of Science Editors:

Vo, Thu V.; Ivanov, Ivan T. (1984 - ); Santos JCd. Essays on debt financing. [Doctoral Dissertation]. University of Rochester; 2014. Available from: http://hdl.handle.net/1802/28943


Universidade de Lisboa

13. Pereira, Sara Maria Correia. Pricing of a credit default swap.

Degree: 2014, Universidade de Lisboa

Tese de mestrado em Matemática Financeira, apresentada à Universidade de Lisboa, através da Faculdade de Ciências, 2014

O presente trabalho é dedicado a avaliar um… (more)

Subjects/Keywords: Credit default swap; Probabilidade de default; Hazard rate; Recovery rate; Teses de mestrado - 2014

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APA (6th Edition):

Pereira, S. M. C. (2014). Pricing of a credit default swap. (Thesis). Universidade de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/16103

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):

Pereira, Sara Maria Correia. “Pricing of a credit default swap.” 2014. Thesis, Universidade de Lisboa. Accessed June 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/16103.

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

MLA Handbook (7th Edition):

Pereira, Sara Maria Correia. “Pricing of a credit default swap.” 2014. Web. 17 Jun 2019.

Vancouver:

Pereira SMC. Pricing of a credit default swap. [Internet] [Thesis]. Universidade de Lisboa; 2014. [cited 2019 Jun 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/16103.

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

Council of Science Editors:

Pereira SMC. Pricing of a credit default swap. [Thesis]. Universidade de Lisboa; 2014. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/16103

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

14. Iwashita, Tatiana. Hedge dinâmico de um swap first-to-default.

Degree: PhD, Matemática Aplicada, 2007, University of São Paulo

O objetivo deste trabalho é desenvolver uma estratégia de hedge dinâmico de um swap FtD com n nomes, para n maior ou igual a dois.… (more)

Subjects/Keywords: credit risk; dynamic hedging; first-to-default swap; hedge dinâmico; risco de crédito; swap first-to-default

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

APA (6th Edition):

Iwashita, T. (2007). Hedge dinâmico de um swap first-to-default. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45132/tde-07112007-084028/ ;

Chicago Manual of Style (16th Edition):

Iwashita, Tatiana. “Hedge dinâmico de um swap first-to-default.” 2007. Doctoral Dissertation, University of São Paulo. Accessed June 17, 2019. http://www.teses.usp.br/teses/disponiveis/45/45132/tde-07112007-084028/ ;.

MLA Handbook (7th Edition):

Iwashita, Tatiana. “Hedge dinâmico de um swap first-to-default.” 2007. Web. 17 Jun 2019.

Vancouver:

Iwashita T. Hedge dinâmico de um swap first-to-default. [Internet] [Doctoral dissertation]. University of São Paulo; 2007. [cited 2019 Jun 17]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45132/tde-07112007-084028/ ;.

Council of Science Editors:

Iwashita T. Hedge dinâmico de um swap first-to-default. [Doctoral Dissertation]. University of São Paulo; 2007. Available from: http://www.teses.usp.br/teses/disponiveis/45/45132/tde-07112007-084028/ ;

15. Ζαβέρδα, Γεωργία. Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος.

Degree: 2011, University of Patras

Η τρέχουσα χρηματοπιστωτική κρίση, έδωσε τη δυνατότητα σε μεγάλο αριθμό ερευνητών να προσπαθησουν να ερμηνεύσουν συγκεκριμένες διαδικασίες που εμφανίζονται σε αυτή την κατάσταση. Ενδιαφέρον αποτελεί… (more)

Subjects/Keywords: Ομόλογα; Ασφάλιστρα κινδύνου; 332.632 32; Credit spreads (bonds); Credit default swap (CDS)

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

APA (6th Edition):

Ζαβέρδα, . (2011). Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος. (Masters Thesis). University of Patras. Retrieved from http://nemertes.lis.upatras.gr/jspui/handle/10889/4368

Chicago Manual of Style (16th Edition):

Ζαβέρδα, Γεωργία. “Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος.” 2011. Masters Thesis, University of Patras. Accessed June 17, 2019. http://nemertes.lis.upatras.gr/jspui/handle/10889/4368.

MLA Handbook (7th Edition):

Ζαβέρδα, Γεωργία. “Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος.” 2011. Web. 17 Jun 2019.

Vancouver:

Ζαβέρδα . Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος. [Internet] [Masters thesis]. University of Patras; 2011. [cited 2019 Jun 17]. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4368.

Council of Science Editors:

Ζαβέρδα . Κυβερνητικά ομόλογα και πιστωτικός κίνδυνος. [Masters Thesis]. University of Patras; 2011. Available from: http://nemertes.lis.upatras.gr/jspui/handle/10889/4368


University of Saskatchewan

16. Esau, Heidi Marie. Making sense of the mess : do CDS's help?.

Degree: 2010, University of Saskatchewan

 In a firm level matched sample of 499 firms we examine the information flow between stocks and the credit default swap (CDSs) over a period… (more)

Subjects/Keywords: credit default swap; CDS; lead-lag; credit crisis; price discovery; firm characteristics

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

APA (6th Edition):

Esau, H. M. (2010). Making sense of the mess : do CDS's help?. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/etd-04082010-103054

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):

Esau, Heidi Marie. “Making sense of the mess : do CDS's help?.” 2010. Thesis, University of Saskatchewan. Accessed June 17, 2019. http://hdl.handle.net/10388/etd-04082010-103054.

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

MLA Handbook (7th Edition):

Esau, Heidi Marie. “Making sense of the mess : do CDS's help?.” 2010. Web. 17 Jun 2019.

Vancouver:

Esau HM. Making sense of the mess : do CDS's help?. [Internet] [Thesis]. University of Saskatchewan; 2010. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/10388/etd-04082010-103054.

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

Council of Science Editors:

Esau HM. Making sense of the mess : do CDS's help?. [Thesis]. University of Saskatchewan; 2010. Available from: http://hdl.handle.net/10388/etd-04082010-103054

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


University of Manchester

17. Lin, Ming-Tsung. Three Studies in Hedge Funds and Credit Default Swaps.

Degree: 2015, University of Manchester

 This thesis consists of one hedge fund study and two credit default swap (CDS) studies. The first study investigates the relationship between mega hedge funds… (more)

Subjects/Keywords: Hedge Fund; Hedge Fund Flow; Credit Default Swap (CDS); Credit Risk; Liquidity Risk

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

APA (6th Edition):

Lin, M. (2015). Three Studies in Hedge Funds and Credit Default Swaps. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470

Chicago Manual of Style (16th Edition):

Lin, Ming-Tsung. “Three Studies in Hedge Funds and Credit Default Swaps.” 2015. Doctoral Dissertation, University of Manchester. Accessed June 17, 2019. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470.

MLA Handbook (7th Edition):

Lin, Ming-Tsung. “Three Studies in Hedge Funds and Credit Default Swaps.” 2015. Web. 17 Jun 2019.

Vancouver:

Lin M. Three Studies in Hedge Funds and Credit Default Swaps. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2019 Jun 17]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470.

Council of Science Editors:

Lin M. Three Studies in Hedge Funds and Credit Default Swaps. [Doctoral Dissertation]. University of Manchester; 2015. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:272470

18. Ano Sujithan, Kuhanathan. Le système financier indien à l'épreuve de la crise : Indian financial structure : resilient to the global crisis?.

Degree: Docteur es, Sciences économiques, 2014, Paris 9

Cette thèse présente dans un premier temps l’histoire récente et les enjeux de l’économie et du système financier indien. Puis, en se concentrant la période… (more)

Subjects/Keywords: Système financier; Banques; Inde; Brics; Crise; Intégration; Credit default swap; Matières premières; Politique monétaire; Financial system; Banks; India; Brics; Crisis; Integration; Credit default swap; Commodities; Monetary policy; 332.95

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

APA (6th Edition):

Ano Sujithan, K. (2014). Le système financier indien à l'épreuve de la crise : Indian financial structure : resilient to the global crisis?. (Doctoral Dissertation). Paris 9. Retrieved from http://www.theses.fr/2014PA090058

Chicago Manual of Style (16th Edition):

Ano Sujithan, Kuhanathan. “Le système financier indien à l'épreuve de la crise : Indian financial structure : resilient to the global crisis?.” 2014. Doctoral Dissertation, Paris 9. Accessed June 17, 2019. http://www.theses.fr/2014PA090058.

MLA Handbook (7th Edition):

Ano Sujithan, Kuhanathan. “Le système financier indien à l'épreuve de la crise : Indian financial structure : resilient to the global crisis?.” 2014. Web. 17 Jun 2019.

Vancouver:

Ano Sujithan K. Le système financier indien à l'épreuve de la crise : Indian financial structure : resilient to the global crisis?. [Internet] [Doctoral dissertation]. Paris 9; 2014. [cited 2019 Jun 17]. Available from: http://www.theses.fr/2014PA090058.

Council of Science Editors:

Ano Sujithan K. Le système financier indien à l'épreuve de la crise : Indian financial structure : resilient to the global crisis?. [Doctoral Dissertation]. Paris 9; 2014. Available from: http://www.theses.fr/2014PA090058


University of Lund

19. Lundqvist, Sara. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance.

Degree: 2014, University of Lund

 Firms began to abandon the “silo” approach to risk management for more integration in the risk management system. Enterprise risk management (ERM) emerged as a… (more)

Subjects/Keywords: Företagsekonomi; Enterprise risk management; holistic risk management; risk management; risk governance; corporate governance; credit risk; credit ratings; credit default swap spreads

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

APA (6th Edition):

Lundqvist, S. (2014). Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance. (Doctoral Dissertation). University of Lund. Retrieved from http://lup.lub.lu.se/record/4689913 ; http://portal.research.lu.se/ws/files/5508661/4689917.pdf

Chicago Manual of Style (16th Edition):

Lundqvist, Sara. “Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance.” 2014. Doctoral Dissertation, University of Lund. Accessed June 17, 2019. http://lup.lub.lu.se/record/4689913 ; http://portal.research.lu.se/ws/files/5508661/4689917.pdf.

MLA Handbook (7th Edition):

Lundqvist, Sara. “Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance.” 2014. Web. 17 Jun 2019.

Vancouver:

Lundqvist S. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance. [Internet] [Doctoral dissertation]. University of Lund; 2014. [cited 2019 Jun 17]. Available from: http://lup.lub.lu.se/record/4689913 ; http://portal.research.lu.se/ws/files/5508661/4689917.pdf.

Council of Science Editors:

Lundqvist S. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance. [Doctoral Dissertation]. University of Lund; 2014. Available from: http://lup.lub.lu.se/record/4689913 ; http://portal.research.lu.se/ws/files/5508661/4689917.pdf


North-West University

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

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 June 17, 2019. 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. 17 Jun 2019.

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 2019 Jun 17]. 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


University of Otago

21. Srivastava, Sasha. The Determinants of Sovereign Credit Default Swap Spreads .

Degree: 2011, University of Otago

 Sovereign Credit default swaps (sovereign CDS) have come into the limelight recently as a result of the economic quagmire of a crisis the global economy… (more)

Subjects/Keywords: Sovereign Credit Default Swap Spreads; CDS; Macroeconomic Determinants; VIX; Granger Causality; ordered logistic regression

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

APA (6th Edition):

Srivastava, S. (2011). The Determinants of Sovereign Credit Default Swap Spreads . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1644

Chicago Manual of Style (16th Edition):

Srivastava, Sasha. “The Determinants of Sovereign Credit Default Swap Spreads .” 2011. Masters Thesis, University of Otago. Accessed June 17, 2019. http://hdl.handle.net/10523/1644.

MLA Handbook (7th Edition):

Srivastava, Sasha. “The Determinants of Sovereign Credit Default Swap Spreads .” 2011. Web. 17 Jun 2019.

Vancouver:

Srivastava S. The Determinants of Sovereign Credit Default Swap Spreads . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/10523/1644.

Council of Science Editors:

Srivastava S. The Determinants of Sovereign Credit Default Swap Spreads . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1644


Cornell University

22. Murataj, Rinald. Default Risk and Asset Returns .

Degree: 2018, Cornell University

 This dissertation investigates the role of default risk on asset returns. In the first essay, I study the role of default risk spillovers on an… (more)

Subjects/Keywords: Applied mathematics; Asset Redeployability; Asset Returns; Credit Default Swap; Default Risk; Dynamic Hazard Rate Estimation; Informed Trading; Finance

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

APA (6th Edition):

Murataj, R. (2018). Default Risk and Asset Returns . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/59423

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):

Murataj, Rinald. “Default Risk and Asset Returns .” 2018. Thesis, Cornell University. Accessed June 17, 2019. http://hdl.handle.net/1813/59423.

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

MLA Handbook (7th Edition):

Murataj, Rinald. “Default Risk and Asset Returns .” 2018. Web. 17 Jun 2019.

Vancouver:

Murataj R. Default Risk and Asset Returns . [Internet] [Thesis]. Cornell University; 2018. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/1813/59423.

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

Council of Science Editors:

Murataj R. Default Risk and Asset Returns . [Thesis]. Cornell University; 2018. Available from: http://hdl.handle.net/1813/59423

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


Technical University of Lisbon

23. Melo, Pedro Ricardo Proença. Credit dependencies : an analysis of European CDS and CDO contracts.

Degree: 2012, Technical University of Lisbon

Mestrado em Finanças

Este estudo tem como objetivo estudar o mercado europeu de CDS e CDO. Através de uma análise econométrica estimaremos a relevância de… (more)

Subjects/Keywords: Risco de Crédito; Credit Default Swap; Collateralized Debt Obligation; iTraxx Europe; Tranches; Correlação Implícita; Credit Risk; Implied Correlation

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

APA (6th Edition):

Melo, P. R. P. (2012). Credit dependencies : an analysis of European CDS and CDO contracts. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10367

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):

Melo, Pedro Ricardo Proença. “Credit dependencies : an analysis of European CDS and CDO contracts.” 2012. Thesis, Technical University of Lisbon. Accessed June 17, 2019. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10367.

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

MLA Handbook (7th Edition):

Melo, Pedro Ricardo Proença. “Credit dependencies : an analysis of European CDS and CDO contracts.” 2012. Web. 17 Jun 2019.

Vancouver:

Melo PRP. Credit dependencies : an analysis of European CDS and CDO contracts. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2019 Jun 17]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10367.

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

Council of Science Editors:

Melo PRP. Credit dependencies : an analysis of European CDS and CDO contracts. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10367

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

24. 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 June 17, 2019. 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. 17 Jun 2019.

Vancouver:

Boman K. Credit derivatives in Swedish banks : Both sides of the coin. [Internet] [Thesis]. Linköping UniversityLinköping University; 2011. [cited 2019 Jun 17]. 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

25. G. Ambrosini. ESSAYS ON THE INTERACTIONS BETWEEN CREDIT DEFAULT SWAP AND BOND MARKETS.

Degree: 2016, Università degli Studi di Milano

 This Ph.D. thesis consists of three research papers which are the result of my studies at the Lombardy Advanced School of Economic Research, University of… (more)

Subjects/Keywords: Credit Default Swap; Price Discovery; Credit Risk; Bank; Optimal Dynamic Programming; Hyperbolic Absolute Risk Aversion; Settore SECS-P/01 - Economia Politica

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APA (6th Edition):

Ambrosini, G. (2016). ESSAYS ON THE INTERACTIONS BETWEEN CREDIT DEFAULT SWAP AND BOND MARKETS. (Thesis). Università degli Studi di Milano. Retrieved from http://hdl.handle.net/2434/452841

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):

Ambrosini, G.. “ESSAYS ON THE INTERACTIONS BETWEEN CREDIT DEFAULT SWAP AND BOND MARKETS.” 2016. Thesis, Università degli Studi di Milano. Accessed June 17, 2019. http://hdl.handle.net/2434/452841.

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

MLA Handbook (7th Edition):

Ambrosini, G.. “ESSAYS ON THE INTERACTIONS BETWEEN CREDIT DEFAULT SWAP AND BOND MARKETS.” 2016. Web. 17 Jun 2019.

Vancouver:

Ambrosini G. ESSAYS ON THE INTERACTIONS BETWEEN CREDIT DEFAULT SWAP AND BOND MARKETS. [Internet] [Thesis]. Università degli Studi di Milano; 2016. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/2434/452841.

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

Council of Science Editors:

Ambrosini G. ESSAYS ON THE INTERACTIONS BETWEEN CREDIT DEFAULT SWAP AND BOND MARKETS. [Thesis]. Università degli Studi di Milano; 2016. Available from: http://hdl.handle.net/2434/452841

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

26. Wang, Tingwei. Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain.

Degree: Docteur es, Sciences de gestion, 2016, Paris Sciences et Lettres

Cette thèse étudie le risque de crédit souverain et son impact sur les banques et les entreprises. Le premier essai montre que le risque de… (more)

Subjects/Keywords: Risque de crédit souverain; Swap de défaut; Rendement obligataire; Structure du capital; Sauvetage implicite; Sovereign credit risk; Credit default swap; Bond yield spread; Capital structure; Implicit bailout; 658.1

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

APA (6th Edition):

Wang, T. (2016). Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain. (Doctoral Dissertation). Paris Sciences et Lettres. Retrieved from http://www.theses.fr/2016PSLED010

Chicago Manual of Style (16th Edition):

Wang, Tingwei. “Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain.” 2016. Doctoral Dissertation, Paris Sciences et Lettres. Accessed June 17, 2019. http://www.theses.fr/2016PSLED010.

MLA Handbook (7th Edition):

Wang, Tingwei. “Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain.” 2016. Web. 17 Jun 2019.

Vancouver:

Wang T. Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain. [Internet] [Doctoral dissertation]. Paris Sciences et Lettres; 2016. [cited 2019 Jun 17]. Available from: http://www.theses.fr/2016PSLED010.

Council of Science Editors:

Wang T. Three Essays on Sovereign Credit Risk : Trois essais sur le risque de crédit souverain. [Doctoral Dissertation]. Paris Sciences et Lettres; 2016. Available from: http://www.theses.fr/2016PSLED010


North-West University

27. Motshabi, Karabo Mirriam. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi.

Degree: 2012, North-West University

Credit default swaptions (CDS options) are credit derivatives that are widely used by finan-cial institutions such as banks and hedging companies to manage their credit(more)

Subjects/Keywords: Finite dirrerence methods; Black-Scholes method; Credit default swap spreads; credit default swaps and swaptions; interest rate swaps and swaptions; currency swaps and swaptions

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

APA (6th Edition):

Motshabi, K. M. (2012). Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/9180

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):

Motshabi, Karabo Mirriam. “Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. ” 2012. Thesis, North-West University. Accessed June 17, 2019. http://hdl.handle.net/10394/9180.

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

MLA Handbook (7th Edition):

Motshabi, Karabo Mirriam. “Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. ” 2012. Web. 17 Jun 2019.

Vancouver:

Motshabi KM. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. [Internet] [Thesis]. North-West University; 2012. [cited 2019 Jun 17]. Available from: http://hdl.handle.net/10394/9180.

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

Council of Science Editors:

Motshabi KM. Valuation of credit default swaptions using Finite Difference Method / by Karabo Mirriam Motshabi. [Thesis]. North-West University; 2012. Available from: http://hdl.handle.net/10394/9180

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


University of Florida

28. Sirmans, Corbitt Stace. Credit Risk Effects in Corporate Finance and Investments.

Degree: PhD, Business Administration - Finance, Insurance and Real Estate, 2014, University of Florida

 My research examines credit risk issues in two important topics in finance: corporate finance and investments. The purpose of this study is to empirically test… (more)

Subjects/Keywords: Assets; Business structures; Credit default swap; Credit ratings; Credit risk; Creditors rights; Financial portfolios; Momentum; Property rights; Standard and Poors 500 Index; cds  – credit  – investments

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APA (6th Edition):

Sirmans, C. S. (2014). Credit Risk Effects in Corporate Finance and Investments. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UFE0047015

Chicago Manual of Style (16th Edition):

Sirmans, Corbitt Stace. “Credit Risk Effects in Corporate Finance and Investments.” 2014. Doctoral Dissertation, University of Florida. Accessed June 17, 2019. http://ufdc.ufl.edu/UFE0047015.

MLA Handbook (7th Edition):

Sirmans, Corbitt Stace. “Credit Risk Effects in Corporate Finance and Investments.” 2014. Web. 17 Jun 2019.

Vancouver:

Sirmans CS. Credit Risk Effects in Corporate Finance and Investments. [Internet] [Doctoral dissertation]. University of Florida; 2014. [cited 2019 Jun 17]. Available from: http://ufdc.ufl.edu/UFE0047015.

Council of Science Editors:

Sirmans CS. Credit Risk Effects in Corporate Finance and Investments. [Doctoral Dissertation]. University of Florida; 2014. Available from: http://ufdc.ufl.edu/UFE0047015

29. Volosenkina, Viktorija. Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis.

Degree: Master, Economics, 2010, ISM University of Management and Economics

In this paper dependence between credit default swap (CDS) values and stock price movements of the largest European banking groups is examined and effectiveness of… (more)

Subjects/Keywords: Credit default swap; Hedge; Copula; Value-at-Risk; Expected Shortfall; Kredito rizikos apsikeitimo sandoris; Draudimasis; Kopula; Rizikos vertė; Tikėtinas vertės trūkumas

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APA (6th Edition):

Volosenkina, Viktorija. (2010). Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis. (Masters Thesis). ISM University of Management and Economics. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100623_094310-03759 ;

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

Chicago Manual of Style (16th Edition):

Volosenkina, Viktorija. “Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis.” 2010. Masters Thesis, ISM University of Management and Economics. Accessed June 17, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100623_094310-03759 ;.

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

MLA Handbook (7th Edition):

Volosenkina, Viktorija. “Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis.” 2010. Web. 17 Jun 2019.

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

Vancouver:

Volosenkina, Viktorija. Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis. [Internet] [Masters thesis]. ISM University of Management and Economics; 2010. [cited 2019 Jun 17]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100623_094310-03759 ;.

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

Council of Science Editors:

Volosenkina, Viktorija. Credit Default Swaps as Hedging Instruments Against Banks' Stock Price Fluctuations Before and During Financial Crisis. [Masters Thesis]. ISM University of Management and Economics; 2010. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100623_094310-03759 ;

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

30. Britse, Oscar. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets.

Degree: Mathematics and Mathematical Statistics, 2018, Umeå University

  Global bond market capitalization amounts to approximately 100 trillion, compared to 60 trillion in the equity markets. Despite debt financing being a large part… (more)

Subjects/Keywords: credit default swap; CDS; CDS basket; greenhouse gas; emission; iTraxx; CDX; portfolio optimization; ECOBAR; Markowitz; Mathematics; Matematik

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APA (6th Edition):

Britse, O. (2018). Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149230

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):

Britse, Oscar. “Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets.” 2018. Thesis, Umeå University. Accessed June 17, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149230.

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

MLA Handbook (7th Edition):

Britse, Oscar. “Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets.” 2018. Web. 17 Jun 2019.

Vancouver:

Britse O. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets. [Internet] [Thesis]. Umeå University; 2018. [cited 2019 Jun 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149230.

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

Council of Science Editors:

Britse O. Greenhouse Gas Footprint Minimization of Credit Default Swap Baskets. [Thesis]. Umeå University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-149230

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

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