Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive,
rigorous overview that links the practices of valuing and trading credit derivatives with …

430 Research handbook of financial markets activities around the world, and that survey has
included information on credit default swaps since 2004. Other surveys, some of which have …

In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

Over the second half of the 1990s, the surfacing of credit derivatives and collateralized debt
obligations (CDOs) enlarged the range of more traditional instruments for transferring credit …

This book is tightly focused on the pricing and hedging of fixed income securities and their
derivatives. It is targeted at those who are interested in trading these instruments in an …

Credit default swaps (CDS) are, by far, the most common type of credit derivative. They are
financial instruments that allow the transfer of credit risk among market participants …

Bomfim [2002], who illustrated the divergence of assetswap and CDS spreads using
financial entity and industrial entity reference names. In response to this, banks adopted a …

The paper shows how the traditional credit model based on contingent claims analysis can
be adjusted when the capital structure includes a short position in a call or put option. The …

Zusammenfassung Die Grenzen der klassischen (Kredit-) Finanzierung gerade im mittleren
und gehobenen Mittelstand sind häufig erreicht. 1 Es wächst der Bedarf an ganzheitlichen …