Welcome to the Research @IIMB
The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Subject Credit derivatives
Showing results 1 to 5 of 5
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2010 | Application of Copula in the pricing of credit derivatives | - | Praveen, K Vamsi ; Raghavendra, K | 37p. | |||
| 2011 | Credit Derivatives: CDS and CDO current scenario and future prospects in India | - | Kaushal, Archana ; Patel, Sangeeta | 48p. | |||
| 2011 | Introduction of credit derivatives in India | - | Arora, Mohit ; Ghosh, Ria | 26p. | |||
| 2012 | Modeling default patterns of entities as a point process | - | Baksi, Aritra ; Dey, Ritaban | 14p. | |||
| 2013 | Stochastic model for correlated default patterns to price credit derivatives | - | Pal, Preetam | 10p. |