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Credit default option
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1	Financial Analysts Journal, Vol. 70, No):Valuing Derivatives: Funding Value Adjustments and Fair Value John Hull and Alan White1 Joseph L. Rotman School of Management University of Toronto Add to Reading List Source URL: www-2.rotman.utoronto.ca Language: English - Date: 2015-05-07 17:11:08 Systemic risk Derivative Liquidity risk Financial risk Credit default swap Credit risk Libor Futures contract Overnight indexed swap Repurchase agreement Option Arbitrage
2	* Technical University Berlin, Germany Laval University, Canada This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economic Risk". http://sfb649.wiwi.hu-berlin.de Add to Reading List Source URL: sfb649.wiwi.hu-berlin.de Language: English - Date: 2015-08-03 08:36:24** Auction theory Auctions Pricing Vickrey auction Auction Price discovery Credit default swap Futures contract Reservation price Option EBay
3	Trading Puts and CDS on Stocks with Short Sale Ban Sophie Xiaoyan Ni and Jun Pan∗ July 22, 2011 Abstract We focus on the short sale ban of 2008 to examine the interaction between the price Add to Reading List Source URL: www.mit.edu Language: English - Date: 2011-07-22 02:44:44 Stock market Financial markets Options Short selling Short Stock trader Option Stock Credit default swap Financial economics Finance Investment
4	Interest rate derivatives by instrument, counterparty and maturity¹ Notional amounts outstanding at end December 2014 In millions of US dollars Instrument/counterparty Add to Reading List Source URL: www.bis.org Language: English - Date: 2015-04-30 03:00:00 Interest rates Derivative Swap Notional amount Forward contract Option Repurchase agreement United States housing bubble Credit default swap Financial economics Finance Economics
5	Interest rate derivatives by instrument, counterparty and currency¹ Notional amounts outstanding at end December 2014 In millions of US dollars Instrument/counterparty Add to Reading List Source URL: www.bis.org Language: English - Date: 2015-04-30 03:00:00 Investment Swap Interest rate swap Derivative Notional amount Option United States housing bubble Financial markets Credit default swap Financial economics Finance Financial system
6	DE NEDERLANDSCHE BANK N.V. Supervisory Regulation on Solvency Requirements for Market Risk Regulation of De Nederlandsche Bank N.V. dated 11 December 2006, no. JuzaCLR, providing for rules regarding the solve Add to Reading List Source URL: www.toezicht.dnb.nl Language: English - Date: 2014-12-14 12:37:18 Financial markets United States housing bubble Option Derivative Futures contract Trading room Financial capital Hedge Credit default swap Financial economics Finance Investment
7	Federal Reserve Bank of New York Staff Reports An Analysis of CDS Transactions: Implications for Public Reporting Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2011-09-26 12:08:49 Stock market Credit default swap United States housing bubble Financial markets Credit Derivative Securities market Over-the-counter Option Financial economics Finance Economics
8	Triennial Central Bank Survey Foreign exchange and derivatives market activity in 2010 Add to Reading List Source URL: www.bis.org Language: English - Date: 2010-11-15 18:05:00 Derivative Credit default swap Swap Currency swap Option Interest rate derivative Notional amount Forward contract Interest rate swap Financial economics Finance Financial system
9	Detailed Table D-1 Notional amounts outstanding of OTC foreign exchange derivatives net of inter-dealer double-counting by instrument, counterparty and currency at end-December 2002* All currencies In millions of US doll Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:18:19 Stock market Swap Derivative Currency swap Notional amount Option Futures contract Exchange Credit default swap Financial economics Finance Economics
10	Detailed Table D-1 Notional amounts outstanding of OTC foreign exchange derivatives net of inter-dealer double-counting by instrument, counterparty and currency at end-June 2003* All currencies In millions of US dollars Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:18:19 Stock market Swap Derivative Currency swap Notional amount Option Futures contract Exchange Credit default swap Financial economics Finance Economics

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