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Contingent Credit Default Swap: How to Manage Contingent Credit Risk

https://doi.org/10.2139/ssrn.1208122

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781119280941.ch15openalex-extracted

Credit Default Swaps, Cross‐Currency Swaps, and Other Swaps

inferredcites →https://doi.org/10.1007/978-1-4419-9230-7_2openalex-extracted

Options, Futures and Other Derivatives

inferredcites →https://doi.org/10.1007/978-3-662-04553-4openalex-extracted

Interest Rate Models Theory and Practice

inferredcites →https://doi.org/10.1007/s00780-004-0131-xopenalex-extracted

Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model

inferredcites →https://doi.org/10.2139/ssrn.926067openalex-extracted

Counterparty Risk and Contingent CDS Valuation Under Correlation Between Interest-Rates and Default

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