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1) Modelling single-name and multi-name credit derivatives

Author
O'Kane, Dominic
Series
Wiley finance
Publisher
John Wiley & Sons
Pub. Date
c2008
Language
English

4) Credit correlation: life after copulas

Publisher
World Scientific
Pub. Date
c2008
Language
English

5) Credit derivatives: instruments, applications and pricing

Series
Frank J. Fabozzi
Publisher
Wiley
Pub. Date
c2004
Language
English

6) Credit derivatives: investing and risk management

Author
Chaplin, Geoff
Series
Wiley finance
Publisher
John Wiley
Pub. Date
2010
Language
English

7) The use (and abuse) of CDS spreads during distress

Author
Siṃha, Manamohana
Series
IMF working paper volume WP/09/62
Publisher
International Monetary Fund
Pub. Date
2009
Language
English

8) The art of credit derivatives: demystifying the black swan

Author
Garcia, João
Publisher
Wiley
Pub. Date
c2010
Language
English

9) Collateral management: a guide to mitigating counterparty risk

Author
Simmons, Michael
Publisher
Wiley
Pub. Date
2019.
Language
English

11) Idiosyncratic and systemic risk in the European corporate sector: CDO perspective

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/107
Publisher
International Monetary Fund
Pub. Date
2006
Language
English

12) The credit risk transfer market and stability implications for U.K. financial institutions

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/139
Publisher
International Monetary Fund, Monetary and Financial Systems Dept
Pub. Date
2006
Language
English

13) Central counterparties: mandatory clearing and bilateral margin requirements for OTC derivatives

Author
Gregory, Jon
Series
Wiley finance
Publisher
John Wiley & Sons, Inc
Pub. Date
2014.
Language
English

16) Econometrics and risk management

Series
Advances in econometrics volume 22
Publisher
Emerald
Pub. Date
2008
Language
English

17) Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/148
Publisher
International Monetary Fund, Monetary and Financial Systems Dept
Pub. Date
c2006
Language
English