Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery - ScienceDirect
Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery - ScienceDirect
Guest post: Quanto-fied, a sovereign CDS tale
BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk Munich Personal RePEc Archive
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads - ScienceDirect
Quanto effect in CDS spreads. | Download Scientific Diagram
JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
Dependence of cost of protection for quanto CDS on credit curve bump. | Download Scientific Diagram
JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
PDF) Analytic Pricing of Quanto CDS
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads - ScienceDirect
Nicholas Burgess on LinkedIn: Quanto CDS
The Hong Kong University of Science and Technology
JRFM | Free Full-Text | Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options
Quanto - Convertible Dividend Swaps (Q-CDS) - YouTube
Quanto CDS spreads series: period Q2 2007-Q3 2018. Source: authors'... | Download Scientific Diagram
Guest post: Quanto-fied, a sovereign CDS tale
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads - ScienceDirect
BIAGIO ANTONACCI - RARO CDs " QUANTO TEMPO E' ANCORA " | eBay
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads - ScienceDirect
Nicholas Burgess on LinkedIn: #quant #finance #pricing #risk #creditderivatives #creditdefaultswap #cds…
![PDF] Influence of jump-at-default in IR and FX on Quanto CDS prices | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/6c1a0e7c3c2f93bbd10a7bc4597b8be0f90808c9/2-Figure1-1.png "PDF] Influence of jump-at-default in IR and FX on Quanto CDS prices | Semantic Scholar")
PDF] Influence of jump-at-default in IR and FX on Quanto CDS prices | Semantic Scholar
Quanto CDS | PDF | Credit Default Swap | Interest
![PDF] Influence of jump-at-default in IR and FX on Quanto CDS prices | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/6c1a0e7c3c2f93bbd10a7bc4597b8be0f90808c9/15-Figure2-1.png "PDF] Influence of jump-at-default in IR and FX on Quanto CDS prices | Semantic Scholar")