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Valuing Credit Default Swaps I: No Counterparty Default Risk · Study

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ArticleValuing Credit Default Swaps I: No Counterparty Default Risk

Bruce D. Phelps2001

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Articlehybrid2001

Valuing Credit Default Swaps I: No Counterparty Default Risk

Bruce D. Phelps

39 citations·0/0 files stored·CFA Digest

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Credit Risk and Financial Regulations Global Financial Crisis and Policies Stochastic processes and financial applications

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2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market 2012Derivatives and credit contagion in interconnected networks 2012Dependence of defaults and recoveries in structural credit risk models

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Year2001

Typearticle

Published2001-05-01

VenueCFA Digest

ISSN-L0046-9777

Languageen

Citations39

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2469/dig.v31.n2.888

openalex_workW2606617536

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