Credit Events and the Valuation of Credit Derivatives of Basket Type

By Masaaki Kijima, Yukio Muromachi. 2000

57 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/ec1b40de0a58833c39a190834e7215ead13d3d9f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Masaaki Kijima

In Finance

1. Masaaki Kijima
2. Yukio Muromachi

Citations in the corpus

• Valuation of a Credit Swap of the Basket Type (2000, methodology): “According to Kijima and Muromachi (2000) , the correlation between defaultable discount bonds in the basket has little impact on the option premium.”