Quantitative Finance Collector is a blog on Quantitative finance analysis, financial engineering methods in mathematical finance focusing on derivative pricing, quantitative trading and quantitative risk management. Please help us spread the word:
Tags：cds
| Title | Added by | Added on |
| [Paper Review] A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis | abiao | 2012/08/16 |
| [Interview] Interview: Donald R. van Deventer Risk Management | abiao | 2012/02/28 |
| [Review] Week in Review 260112 Credit Default Swap | abiao | 2012/01/26 |
| [Paper Review] Week in Review 060112 Trading Strategy | abiao | 2012/01/06 |
| [Code » R/Splus] Necessity to Explain CDS with A Regime Switching Model | abiao | 2011/07/07 |
| [Others] Credit Default Spread and Historical Volatility | abiao | 2011/06/22 |
| [Paper Review] Paper to Understand Credit Default Swap Valuation | abiao | 2011/03/28 |
| [Code » Other] CDS Standard Model | abiao | 2009/03/02 |
