Geli?mekte Olan Ülkelerde Kredi Temerrüt Takas? (CDS) Primlerinin Belirleyicileri: Türkiye'den Kan?tlar

Architecturing and Configuring Distributed Application with Olan

Middleware platforms are today solutions to the problem of designing and implementing distributed applications. They provide facilities for heterogeneous software components to communicate remotely, according to various interaction model, for example client server communication or asynchronous message passing. However, middleware platforms, like message busses or object request brokers, hardly ...

Us Cds

Premiums on US sovereign CDS have risen to persistently elevated levels since the financial crisis. In this paper, we ask whether these premiums reflect the probability of a US fiscal default, namely a state in which budget balance can no longer be restored by further raising taxes or eroding the real value of debt by raising inflation. To that end, we develop an equilibrium macrofinance model ...

Cds Newsletter

Computational modelling of cognitive and developmental living systems bridges the diverse research areas and disciplines of the CDS scientific community. Computational models aim to be formal languages to articulate and compare theories and hypotheses, as well as to be used as experimental tools to investigate and help us understand complex dynamics in development. Also, because they are comput...

A Dynamic Programming Approach for Pricing CDS and CDS Options

We propose a general setting for pricing single-name knock-out credit derivatives. Examples include Credit Default Swaps (CDS), European and Bermudan CDS options. The default of the underlying reference entity is modeled within a doubly stochastic framework where the default intensity follows a CIR++ process. We estimate the model parameters through a combination of a cross sectional calibratio...

Band Edge Recombination in CdSe, CdS and CdS