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You searched for subject:(Credit derivatives). Showing records 1 – 30 of 64 total matches.

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1. 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 October 25, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/57426/.

MLA Handbook (7th Edition):

Xiao, Yaqing. “Three essays on financial markets.” 2018. Web. 25 Oct 2020.

Vancouver:

Xiao Y. Three essays on financial markets. [Internet] [Doctoral dissertation]. Rutgers University; 2018. [cited 2020 Oct 25]. 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 St Andrews

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

Degree: PhD, 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: 332.63; Credit risk; Credit derivatives; Copula; Credit contagion; HG6024.A3W8; Credit derivatives; Swaps (Finance); Default (Finance); Financial risk; Copulas (Mathematical statistics)

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APA (6th Edition):

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

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. Doctoral Dissertation, University of St Andrews. Accessed October 25, 2020. http://hdl.handle.net/10023/4048.

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. 25 Oct 2020.

Vancouver:

Wu W. Correlations and linkages in credit risk : an investigation of the credit default swap market during the turmoil. [Internet] [Doctoral dissertation]. University of St Andrews; 2013. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/10023/4048.

Council of Science Editors:

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


University of Saskatchewan

3. 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 October 25, 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. 25 Oct 2020.

Vancouver:

Azam NF. Credit derivatives and loan pricing. [Internet] [Thesis]. University of Saskatchewan; 2011. [cited 2020 Oct 25]. 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


Rutgers University

4. 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 October 25, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/50573/.

MLA Handbook (7th Edition):

Wang, Xinjie, 1978-. “Essays on CDS liquidity.” 2016. Web. 25 Oct 2020.

Vancouver:

Wang, Xinjie 1. Essays on CDS liquidity. [Internet] [Doctoral dissertation]. Rutgers University; 2016. [cited 2020 Oct 25]. 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/

5. Procasky, William. Three Essays on Systematic Information Flow Between Credit Derivative and Equity Markets.

Degree: 2018, Texas A&M International University

 I undertake a comprehensive analysis of the lead-lag relationship between the systematic investment grade and high yield credit derivative and equity markets and their sub-indices… (more)

Subjects/Keywords: Credit Derivatives; Fixed Income Derivatives; Efficiency of Capital Markets

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APA (6th Edition):

Procasky, W. (2018). Three Essays on Systematic Information Flow Between Credit Derivative and Equity Markets. (Thesis). Texas A&M International University. Retrieved from http://hdl.handle.net/2152.4/96

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):

Procasky, William. “Three Essays on Systematic Information Flow Between Credit Derivative and Equity Markets.” 2018. Thesis, Texas A&M International University. Accessed October 25, 2020. http://hdl.handle.net/2152.4/96.

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

MLA Handbook (7th Edition):

Procasky, William. “Three Essays on Systematic Information Flow Between Credit Derivative and Equity Markets.” 2018. Web. 25 Oct 2020.

Vancouver:

Procasky W. Three Essays on Systematic Information Flow Between Credit Derivative and Equity Markets. [Internet] [Thesis]. Texas A&M International University; 2018. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/2152.4/96.

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

Council of Science Editors:

Procasky W. Three Essays on Systematic Information Flow Between Credit Derivative and Equity Markets. [Thesis]. Texas A&M International University; 2018. Available from: http://hdl.handle.net/2152.4/96

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


North-West University

6. 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 October 25, 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. 25 Oct 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 Oct 25]. 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

7. 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 October 25, 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. 25 Oct 2020.

Vancouver:

Carnelos MR. Derivativos de crédito: aplicação para o mercado brasileiro. [Internet] [Thesis]. Pontifícia Universidade Católica de São Paulo; 2007. [cited 2020 Oct 25]. 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 Illinois – Urbana-Champaign

8. 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 October 25, 2020. http://hdl.handle.net/2142/34470.

MLA Handbook (7th Edition):

Kitwiwattanachai, Chanatip. “Essays in credit derivatives.” 2012. Web. 25 Oct 2020.

Vancouver:

Kitwiwattanachai C. Essays in credit derivatives. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2012. [cited 2020 Oct 25]. 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 Colorado

9. 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 October 25, 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. 25 Oct 2020.

Vancouver:

Black JD. Assessing the Impact of Credit Derivative Seller Disclosure. [Internet] [Doctoral dissertation]. University of Colorado; 2015. [cited 2020 Oct 25]. 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

10. 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 (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 October 25, 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. 25 Oct 2020.

Vancouver:

Shi, Ming 1. Local intensity and its dynamics in multi-name credit derivatives modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2020 Oct 25]. 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

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

Degree: PhD, Faculty of Science, 2016, 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. (2016). Analyzing Credit Risk Models In A Regime Switching Market. (Doctoral Dissertation). Indian Institute of Science. Retrieved from http://etd.iisc.ac.in/handle/2005/2517

Chicago Manual of Style (16th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2016. Doctoral Dissertation, Indian Institute of Science. Accessed October 25, 2020. http://etd.iisc.ac.in/handle/2005/2517.

MLA Handbook (7th Edition):

Banerjee, Tamal. “Analyzing Credit Risk Models In A Regime Switching Market.” 2016. Web. 25 Oct 2020.

Vancouver:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Internet] [Doctoral dissertation]. Indian Institute of Science; 2016. [cited 2020 Oct 25]. Available from: http://etd.iisc.ac.in/handle/2005/2517.

Council of Science Editors:

Banerjee T. Analyzing Credit Risk Models In A Regime Switching Market. [Doctoral Dissertation]. Indian Institute of Science; 2016. Available from: http://etd.iisc.ac.in/handle/2005/2517

12. 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 October 25, 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. 25 Oct 2020.

Vancouver:

Boman K. Credit derivatives in Swedish banks : Both sides of the coin. [Internet] [Thesis]. Linköping UniversityLinköping University; 2011. [cited 2020 Oct 25]. 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

13. 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 October 25, 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. 25 Oct 2020.

Vancouver:

Rodrigues RA. Derivativos de crédito: aspectos jurídicos. [Internet] [Doctoral dissertation]. University of São Paulo; 2015. [cited 2020 Oct 25]. 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

14. 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 October 25, 2020. http://nrs.harvard.edu/urn-3:HUL.InstRepos:9393267.

MLA Handbook (7th Edition):

Spamann, Holger. “Essays in Applied Microeconomics.” 2012. Web. 25 Oct 2020.

Vancouver:

Spamann H. Essays in Applied Microeconomics. [Internet] [Doctoral dissertation]. Harvard University; 2012. [cited 2020 Oct 25]. 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 Toronto

15. 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 October 25, 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. 25 Oct 2020.

Vancouver:

Begaliyev R. Income Tax Treatment of Credit Swaps in Canada: Enhancing Tax Neutrality. [Internet] [Masters thesis]. University of Toronto; 2009. [cited 2020 Oct 25]. 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


University of Oxford

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

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 October 25, 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. 25 Oct 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 Oct 25]. 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


Hong Kong University of Science and Technology

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

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 October 25, 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. 25 Oct 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 Oct 25]. 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


University of Hong Kong

18. 王倩. The real effects of credit default swaps.

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

APA (6th Edition):

王倩.. (2012). The real effects of credit default swaps. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/173901

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

Chicago Manual of Style (16th Edition):

王倩.. “The real effects of credit default swaps.” 2012. Thesis, University of Hong Kong. Accessed October 25, 2020. http://hdl.handle.net/10722/173901.

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

MLA Handbook (7th Edition):

王倩.. “The real effects of credit default swaps.” 2012. Web. 25 Oct 2020.

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

Vancouver:

王倩.. The real effects of credit default swaps. [Internet] [Thesis]. University of Hong Kong; 2012. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/10722/173901.

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

Council of Science Editors:

王倩.. The real effects of credit default swaps. [Thesis]. University of Hong Kong; 2012. Available from: http://hdl.handle.net/10722/173901

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


Rutgers University

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

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 October 25, 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. 25 Oct 2020.

Vancouver:

Koo, Jawon 1. Singular perturbation methods in credit derivative modeling:. [Internet] [Doctoral dissertation]. Rutgers University; 2010. [cited 2020 Oct 25]. 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


University of Texas – Austin

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

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 October 25, 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. 25 Oct 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 Oct 25]. 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


Vrije Universiteit Amsterdam

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

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 October 25, 2020. http://hdl.handle.net/1871/51782.

MLA Handbook (7th Edition):

Wojtowicz, M P. “Pricing Credit Derivatives and Credit Securitization .” 2014. Web. 25 Oct 2020.

Vancouver:

Wojtowicz MP. Pricing Credit Derivatives and Credit Securitization . [Internet] [Doctoral dissertation]. Vrije Universiteit Amsterdam; 2014. [cited 2020 Oct 25]. 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

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

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 October 25, 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. 25 Oct 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 Oct 25]. 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

23. Desrosiers, Mary Elizabeth. Prices of Credit Default Swaps and the Term Structure of Credit Risk.

Degree: MS, 2007, Worcester Polytechnic Institute

  The objective of this project is to investigate and model the quantitative connection between market prices of credit default swaps and the market perceived… (more)

Subjects/Keywords: credit risk; credit default swaps; Securities; Risk assessment; Credit derivatives

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APA (6th Edition):

Desrosiers, M. E. (2007). Prices of Credit Default Swaps and the Term Structure of Credit Risk. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-050107-220449 ; https://digitalcommons.wpi.edu/etd-theses/600

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):

Desrosiers, Mary Elizabeth. “Prices of Credit Default Swaps and the Term Structure of Credit Risk.” 2007. Thesis, Worcester Polytechnic Institute. Accessed October 25, 2020. etd-050107-220449 ; https://digitalcommons.wpi.edu/etd-theses/600.

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

MLA Handbook (7th Edition):

Desrosiers, Mary Elizabeth. “Prices of Credit Default Swaps and the Term Structure of Credit Risk.” 2007. Web. 25 Oct 2020.

Vancouver:

Desrosiers ME. Prices of Credit Default Swaps and the Term Structure of Credit Risk. [Internet] [Thesis]. Worcester Polytechnic Institute; 2007. [cited 2020 Oct 25]. Available from: etd-050107-220449 ; https://digitalcommons.wpi.edu/etd-theses/600.

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

Council of Science Editors:

Desrosiers ME. Prices of Credit Default Swaps and the Term Structure of Credit Risk. [Thesis]. Worcester Polytechnic Institute; 2007. Available from: etd-050107-220449 ; https://digitalcommons.wpi.edu/etd-theses/600

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


Technical University of Lisbon

24. Sousa, Ana Isabel Amaro de. Metodologias para mensurar a exposição ao risco de crédito de contraparte de derivados over – the-couter.

Degree: 2011, Technical University of Lisbon

Mestrado em Matemática Financeira

O Acordo de Basileia III prevê, além do aumento da qualidade e do nível de requisitos de capital, a revisão de… (more)

Subjects/Keywords: Basileia III; Risco de Crédito de Contraparte; Derivados negociados fora de bolsa; Ajustamentos de Avaliação de Crédito; Basel III; Counterparty Credit Risk; Over-the-Counter derivatives; Credit Valuation Adjustment

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APA (6th Edition):

Sousa, A. I. A. d. (2011). Metodologias para mensurar a exposição ao risco de crédito de contraparte de derivados over – the-couter. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4452

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):

Sousa, Ana Isabel Amaro de. “Metodologias para mensurar a exposição ao risco de crédito de contraparte de derivados over – the-couter.” 2011. Thesis, Technical University of Lisbon. Accessed October 25, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4452.

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

MLA Handbook (7th Edition):

Sousa, Ana Isabel Amaro de. “Metodologias para mensurar a exposição ao risco de crédito de contraparte de derivados over – the-couter.” 2011. Web. 25 Oct 2020.

Vancouver:

Sousa AIAd. Metodologias para mensurar a exposição ao risco de crédito de contraparte de derivados over – the-couter. [Internet] [Thesis]. Technical University of Lisbon; 2011. [cited 2020 Oct 25]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4452.

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

Council of Science Editors:

Sousa AIAd. Metodologias para mensurar a exposição ao risco de crédito de contraparte de derivados over – the-couter. [Thesis]. Technical University of Lisbon; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/4452

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


University of Adelaide

25. Crane, Glenis Jayne. Copulas for credit derivative pricing and other applications.

Degree: 2009, University of Adelaide

 Copulas are multivariate probability distributions, as well as functions which link marginal distributions to their joint distribution. These functions have been used extensively in finance… (more)

Subjects/Keywords: copulas; multivariate distributions; credit risk; expectation; aggregate functions; Copulas (Mathematical statistics); Credit derivatives

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

APA (6th Edition):

Crane, G. J. (2009). Copulas for credit derivative pricing and other applications. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/50729

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):

Crane, Glenis Jayne. “Copulas for credit derivative pricing and other applications.” 2009. Thesis, University of Adelaide. Accessed October 25, 2020. http://hdl.handle.net/2440/50729.

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

MLA Handbook (7th Edition):

Crane, Glenis Jayne. “Copulas for credit derivative pricing and other applications.” 2009. Web. 25 Oct 2020.

Vancouver:

Crane GJ. Copulas for credit derivative pricing and other applications. [Internet] [Thesis]. University of Adelaide; 2009. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/2440/50729.

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

Council of Science Editors:

Crane GJ. Copulas for credit derivative pricing and other applications. [Thesis]. University of Adelaide; 2009. Available from: http://hdl.handle.net/2440/50729

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


Hong Kong University of Science and Technology

26. Hu, Zhiwei. Market model for portfolio credit derivatives.

Degree: 2009, Hong Kong University of Science and Technology

 This thesis develops a market model with jump-diffusion dynamics for pricing portfolio credit derivatives. The state variables of the market model are mean loss rates,… (more)

Subjects/Keywords: Credit  – Mathematical models ; Credit derivatives  – Mathematical models ; Portfolio management  – Mathematical models

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

APA (6th Edition):

Hu, Z. (2009). Market model for portfolio credit derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-6223 ; https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/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):

Hu, Zhiwei. “Market model for portfolio credit derivatives.” 2009. Thesis, Hong Kong University of Science and Technology. Accessed October 25, 2020. http://repository.ust.hk/ir/Record/1783.1-6223 ; https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/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):

Hu, Zhiwei. “Market model for portfolio credit derivatives.” 2009. Web. 25 Oct 2020.

Vancouver:

Hu Z. Market model for portfolio credit derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2020 Oct 25]. Available from: http://repository.ust.hk/ir/Record/1783.1-6223 ; https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/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:

Hu Z. Market model for portfolio credit derivatives. [Thesis]. Hong Kong University of Science and Technology; 2009. Available from: http://repository.ust.hk/ir/Record/1783.1-6223 ; https://doi.org/10.14711/thesis-b1070102 ; http://repository.ust.hk/ir/bitstream/1783.1-6223/1/th_redirect.html

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


University of the Western Cape

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

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 October 25, 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. 25 Oct 2020.

Vancouver:

Khatywa T. Mathematical models of credit management and credit derivatives . [Internet] [Thesis]. University of the Western Cape; 2010. [cited 2020 Oct 25]. 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


University of Toronto

28. Bobey, William. The Role of Default Correlation in Valuing Credit Dependant Securities.

Degree: 2008, University of Toronto

In this thesis, I imply a forward-looking systematic factor from CDO market spreads; I show that this factor is a measure of CDO market's expectation… (more)

Subjects/Keywords: Default Correllation; Credit Spreads; Credit Derivatives; Collaterlalized Debt Oligations; 0508

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

APA (6th Edition):

Bobey, W. (2008). The Role of Default Correlation in Valuing Credit Dependant Securities. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/16790

Chicago Manual of Style (16th Edition):

Bobey, William. “The Role of Default Correlation in Valuing Credit Dependant Securities.” 2008. Doctoral Dissertation, University of Toronto. Accessed October 25, 2020. http://hdl.handle.net/1807/16790.

MLA Handbook (7th Edition):

Bobey, William. “The Role of Default Correlation in Valuing Credit Dependant Securities.” 2008. Web. 25 Oct 2020.

Vancouver:

Bobey W. The Role of Default Correlation in Valuing Credit Dependant Securities. [Internet] [Doctoral dissertation]. University of Toronto; 2008. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/1807/16790.

Council of Science Editors:

Bobey W. The Role of Default Correlation in Valuing Credit Dependant Securities. [Doctoral Dissertation]. University of Toronto; 2008. Available from: http://hdl.handle.net/1807/16790


University of Hong Kong

29. 古嘉雯. On credit risk modeling and credit derivatives pricing.

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

APA (6th Edition):

古嘉雯. (2014). On credit risk modeling and credit derivatives pricing. (Thesis). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/202367

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

Chicago Manual of Style (16th Edition):

古嘉雯. “On credit risk modeling and credit derivatives pricing.” 2014. Thesis, University of Hong Kong. Accessed October 25, 2020. http://hdl.handle.net/10722/202367.

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

MLA Handbook (7th Edition):

古嘉雯. “On credit risk modeling and credit derivatives pricing.” 2014. Web. 25 Oct 2020.

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

Vancouver:

古嘉雯. On credit risk modeling and credit derivatives pricing. [Internet] [Thesis]. University of Hong Kong; 2014. [cited 2020 Oct 25]. Available from: http://hdl.handle.net/10722/202367.

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

Council of Science Editors:

古嘉雯. On credit risk modeling and credit derivatives pricing. [Thesis]. University of Hong Kong; 2014. Available from: http://hdl.handle.net/10722/202367

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


San Jose State University

30. De, Parnika. Housing Market Crash Prediction Using Machine Learning and Historical Data.

Degree: MS, Computer Science, 2020, San Jose State University

  The 2008 housing crisis was caused by faulty banking policies and the use of credit derivatives of mortgages for investment purposes. In this project,… (more)

Subjects/Keywords: Subprime mortgage; credit derivatives; linear regression; hidden markov model; long short-term memory; Artificial Intelligence and Robotics; Other Computer Sciences

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

APA (6th Edition):

De, P. (2020). Housing Market Crash Prediction Using Machine Learning and Historical Data. (Masters Thesis). San Jose State University. Retrieved from https://scholarworks.sjsu.edu/etd_projects/928

Chicago Manual of Style (16th Edition):

De, Parnika. “Housing Market Crash Prediction Using Machine Learning and Historical Data.” 2020. Masters Thesis, San Jose State University. Accessed October 25, 2020. https://scholarworks.sjsu.edu/etd_projects/928.

MLA Handbook (7th Edition):

De, Parnika. “Housing Market Crash Prediction Using Machine Learning and Historical Data.” 2020. Web. 25 Oct 2020.

Vancouver:

De P. Housing Market Crash Prediction Using Machine Learning and Historical Data. [Internet] [Masters thesis]. San Jose State University; 2020. [cited 2020 Oct 25]. Available from: https://scholarworks.sjsu.edu/etd_projects/928.

Council of Science Editors:

De P. Housing Market Crash Prediction Using Machine Learning and Historical Data. [Masters Thesis]. San Jose State University; 2020. Available from: https://scholarworks.sjsu.edu/etd_projects/928

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