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Understanding Credit Derivatives: Market Overview, Volume One, Structured Credit Research, Bnp Paribas. |
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Understanding Credit Derivatives: CDS Basics, Volume Two, Structured Credit Research, Bnp Paribas. |
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Understanding Credit Derivatives: CDS Pricing, Volume Four, Structured Credit Research, Bnp Paribas |
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Understanding Credit Derivatives: First- To-Default Baskets, Volume Five, Structured Credit Research, Bnp Paribas. |
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Analysis of Credit Default Swaps: Market, Applications and Legal Issues, Massimo Telesca, November 2003. |
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Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data, Didier Cossin, Tomas Hricko, May 2001. |
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Pricing credit derivatives with uncertain default probabilities, Vivien BRUNEL, Direction de la Recherche et de l’Innovation, January 10, 2001. |
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Credit Derivatives |
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Moody’s Approach to Rating ith-to-Default Basket Credit-Linked Notes, Henry Tabe, April 17, 2002. |
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Pillar Funding Series 2003-1, Stefan Augustin, May 29, 2003. |
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Moody’s Approach To Rating Synthetic CDOs, Yuri Yoshizawa, July 29, 2003. |
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Credit derivatives: effects on the stability of financial markets, Deutsche Bank Research, June 9, 2004. |
