Valuing credit default swaps I: No counterparty default risk
JC Hull, A White - 2000 - papers.ssrn.com
This paper provides a methodology for valuing credit default swaps when the payoff is
contingent on default by a single reference entity and there is no counterparty defaultrisk …
contingent on default by a single reference entity and there is no counterparty defaultrisk …
Adaptation of the S&P 500 index effect
CW Kim, X Li, TT Perry - The Journal of Index Investing, 2017 - search.proquest.com
Since 1989, newly added stocks in the S&P 500 Index have been observed to experience
an upward price drift during the time between the moment when the index constituency …
an upward price drift during the time between the moment when the index constituency …