Ausgabe 3/2015
Inhalt (4 Artikel)
Do correlated defaults matter for CDS premia? An empirical analysis
Christian Koziol, Philipp Koziol, Thomas Schön
Do CDS spreads move with commonality in liquidity?
Christian Meine, Hendrik Supper, Gregor N. F. Weiß
A note on the pricing of multivariate contingent claims under a transformed-gamma distribution
Luiz Vitiello, Ivonia Rebelo