Credit default swap index

Results: 67



#Item
11Mortgage-backed security / Structured finance / United States housing bubble / Bonds / Funds / Collateralized debt obligation / Credit default swap index / Credit default swap / ITraxx / Financial economics / Investment / Finance

Credit derivatives and structured credit: the nascent markets of Asia and the Pacific - BIS Quarterly Review, part 5, June 2008

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Source URL: www.bis.org

Language: English - Date: 2008-06-08 18:00:00
12Mortgage-backed security / United States housing bubble / Fixed income securities / Bonds / Structured finance / Collateralized debt obligation / Credit default swap index / Subprime mortgage crisis / Synthetic CDO / Financial economics / Finance / Investment

VI. Financial markets Highlights During the period from June 2007 to mid-May 2008, concerns over losses on US subprime mortgage loans escalated into widespread financial stress, raising fears about the stability of bank

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Source URL: www.bis.org

Language: English - Date: 2008-06-29 18:00:00
13Structured finance / Mortgage-backed security / Fixed income securities / United States housing bubble / Bonds / Collateralized debt obligation / Credit default swap / Single-tranche CDO / Credit derivative / Financial economics / Finance / Investment

CDS index tranches and the pricing of credit risk correlations - BIS Quarterly Review, part 7, March 2005

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Source URL: www.bis.org

Language: English - Date: 2005-04-04 18:00:00
14Mortgage-backed security / Structured finance / United States housing bubble / Bonds / Funds / Collateralized debt obligation / Credit default swap index / Credit default swap / ITraxx / Financial economics / Investment / Finance

Credit derivatives and structured credit: the nascent markets of Asia and the Pacific - BIS Quarterly Review, part 5, June 2008

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Source URL: www.bis.org

Language: English - Date: 2008-06-01 05:01:00
15Financial services / Funds / Collective investment scheme / Index fund / Nokia / Credit default swap / Citigroup / Hedge fund / Exchange-traded fund / Financial economics / Investment / Finance

Third Point LLC 390 Park Avenue New York, NYTelOctober 22, 2013

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Source URL: cdn2.insidermonkey.com

Language: English - Date: 2013-10-22 14:23:06
16Economics / Volatility / Fannie Mae / Black–Scholes / Valuation of options / VIX / Risk / Monte Carlo methods for option pricing / Credit default swap / Mathematical finance / Financial economics / Finance

index 11-standard-deviation surprise, standard-deviation surprise, 79–84 ABX index, 88–91 accuracy, 63–68

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 12:41:56
17Investment banks / Finance / Exchange-traded fund / UBS / Credit Suisse / Morgan Stanley / Goldman Sachs / Merrill Lynch / Loan credit default swap index / Investment / Financial economics / Primary dealers

2014 European Cash Equity and ETF Broker Rankings Calculated by Markit MSA Markit is a leading, global financial information services company.

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Source URL: www.markit.com

Language: English - Date: 2015-02-10 05:30:12
18Financial economics / Statistical tests / Econometrics / Economic bubbles / Credit default swap index / ITraxx / Credit default swap / Eurex / Index / Statistics / Economics / Time series analysis

Microsoft Word - Lead_lag_Equity_and_CDS_iTraxx_Indices_V4

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Source URL: www.econstor.eu

Language: English - Date: 2013-05-22 03:44:06
19Financial economics / Statistical tests / Econometrics / Economic bubbles / Credit default swap index / ITraxx / Credit default swap / Eurex / Index / Statistics / Economics / Time series analysis

Microsoft Word - Lead_lag_Equity_and_CDS_iTraxx_Indices_V4

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Source URL: www.econstor.eu

Language: English - Date: 2013-05-22 03:44:06
20Investment / Options / Swaption / Constant maturity credit default swap / Credit default swap / Mathematical finance / Credit derivative / Derivative / Swap / Financial economics / United States housing bubble / Finance

Credit Default Swaptions Credit Default Index Swaptions Market Models for CDS Spreads Hedging of Credit Default Swaptions Marek Rutkowski

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-05-21 09:09:38
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