نتایج جستجو برای: basket default swaps bds
تعداد نتایج: 27663 فیلتر نتایج به سال:
2005
IAN A. COOPER
ANTONIO S. MELLO
Bernard Dumas
Michael Selby
We characterize the exchange of financial claims from risky swaps. These transfers are among three groups: shareholders, debtholders, and the swap counterparty. From this analysis we derive equilibrium swap rates and relate them to debt market spreads. We then show that equilibrium swaps in perfect markets transfer wealth from shareholders to debtholders. In a simplified case, we obtain closed-...
Journal:
:Journal of Financial Economics
2016
Journal:
:Applied Economics Letters
2011
Journal:
:Journal of Financial Services Research
2007
Journal:
:The Journal of Computational Finance
2007
Journal:
:SSRN Electronic Journal
2019
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