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The Pricing of Credit Default Swaps During Distress / / Manmohan Singh, Jochen Andritzky
| The Pricing of Credit Default Swaps During Distress / / Manmohan Singh, Jochen Andritzky |
| Autore | Singh Manmohan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | AndritzkyJochen |
| Collana | IMF Working Papers |
| Soggetto topico |
Swaps (Finance)
Default (Finance) Banks and Banking Finance: General Investments: Bonds Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Monetary economics Investment & securities Finance Credit default swap Bonds Yield curve Securities markets Credit Interest rates Capital market |
| ISBN |
1-4623-6493-4
1-4527-0069-9 1-283-51509-1 9786613827548 1-4519-0967-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. CDS VALUATION AND THE BASIS""; ""III. THE ROLE OF RECOVERY""; ""IV. DATA ANALYSIS""; ""V. IMPLIED RECOVERY VALUES UNDER NO ARBITRAGE""; ""VI. IMPLIED RECOVERY VALUES UNDER NO ARBITRAGE WITH CTD""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788404503321 |
Singh Manmohan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Pricing of Credit Default Swaps During Distress / / Manmohan Singh, Jochen Andritzky
| The Pricing of Credit Default Swaps During Distress / / Manmohan Singh, Jochen Andritzky |
| Autore | Singh Manmohan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | AndritzkyJochen |
| Collana | IMF Working Papers |
| Soggetto topico |
Swaps (Finance)
Default (Finance) Banks and Banking Bonds Capital market Credit default swap Credit Finance Finance: General General Financial Markets: General (includes Measurement and Data) Interest rates Interest Rates: Determination, Term Structure, and Effects Investment & securities Investments: Bonds Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Securities markets Yield curve |
| ISBN |
9786613827548
9781462364930 1462364934 9781452700694 1452700699 9781283515092 1283515091 9781451909678 1451909675 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. CDS VALUATION AND THE BASIS""; ""III. THE ROLE OF RECOVERY""; ""IV. DATA ANALYSIS""; ""V. IMPLIED RECOVERY VALUES UNDER NO ARBITRAGE""; ""VI. IMPLIED RECOVERY VALUES UNDER NO ARBITRAGE WITH CTD""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910968751503321 |
|
Singh Manmohan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||