3 papers in the archive are tagged Credit Default Swaps, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Structured factor copulas for modeling the systemic risk of European and United States banks Holy Grail Rigor 7 Math 8
- Fast and Stable Credit Gamma of CVA Lab Rats Rigor 3 Math 8.5
- Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps Lab Rats Rigor 1.5 Math 8.5
Broader area: Risk Management · All topics: research topics → · Full archive: every paper →