A new interpretation and derivation of the Swaps index
From MaRDI portal
(Redirected from Publication:6093679)
Recommendations
- Valuation of credit default swaptions and credit default index swaptions
- THEORY AND CALIBRATION OF SWAP MARKET MODELS
- The value of the ‘swap’ feature in equity default swaps
- scientific article; zbMATH DE number 1222801
- A NOTE ON THE PRICING OF INDEX AMORTISING RATE SWAPS IN A WORST-CASE SCENARIO
- An analytic approach of valuing nth-to-default swaps
- CASH-SETTLED SWAPTIONS: A NEW PRICING MODEL
- Variance swaps on defaultable assets and market implied time-changes
- Arbitrage-free interpolation of the swap curve
Cites work
- Approximating minimum feedback sets and multi-cuts in directed graphs (extended summary)
- Assent-maximizing social choice
- Beyond rankings: comparing directed acyclic graphs
- Comparing Partial Rankings
- scientific article; zbMATH DE number 5485441 (Why is no real title available?)
- Rationalizing Choice Functions By Multiple Rationales
This page was built for publication: A new interpretation and derivation of the Swaps index
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6093679)