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Derivatives and Risk Management, 1st Edition
book

Derivatives and Risk Management, 1st Edition

by Sundaram Janakiramanan
May 2024
Intermediate to advanced content levelIntermediate to advanced
542 pages
27h 26m
English
Pearson India
Content preview from Derivatives and Risk Management, 1st Edition
Credit Derivatives
Chi Chiu Chu and Yue Kuen Kwok. “No Arbitrage Approach to
Pricing Credit Spread Derivatives.” e Journal of Derivatives,
Vol. 10, No. 3(Spring 2003): 51–64.
Chen, Ren-Raw, F. J. Fabbozzi, Ging-Ging Pan and R. Sverdlove.
“Sources of Credit Risk.” e Journal of Fixed Income, Vol. 16,
No. 3(Winter 2006): 7–21.
Choudhry, M. “Revisiting the Credit Default Swap Basis.” Journal
of Structured Finance, Vol. 11, No. 4(Winter 2006): 21–32.
Daniels, K. and M. S. Jensen. “e Eect of Credit Ratings on
Credit Default Swap Spreads and Credit Spreads.” e Journal
of Fixed Income, Vol. 15, No. 3(December 2005): 16–33.
Das, S. R.
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Publisher Resources

ISBN: 9781299447547Publisher Website