Author Page for Zhijiang Huang

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Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

FAME Research Paper No. 65

Number of pages: 87 Posted: 05 Apr 2003

Daniel Aunon-Nerin, Didier Cossin, Tomas Hricko and Zhijiang Huang

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and JP Morgan

Downloads 2,313 (9,642)

Citation 63

Abstract:

Theory and Calibration of Swap Market Models

Downloads 1,255 ( 23,904)

Citation 10

Theory and Calibration of Swap Market Models

FAME Working Paper No. 107

Number of pages: 42 Posted: 27 Feb 2005

Stefano Galluccio, O. Scaillet, Zhijiang Huang and Jean-Michel Ly

BNP Paribas Fixed Income, Swiss Finance Institute - University of Geneva, JP Morgan and BNP Paribas Fixed Income

Downloads 1,255 (24,482)

Citation 4

Abstract:

A Framework for Collateral Risk Control Determination

Number of pages: 48 Posted: 10 Feb 2003

Fernando González, Didier Cossin, Zhijiang Huang and Daniel Aunon-Nerin

European Central Bank (ECB), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), JP Morgan and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Downloads 439 (100,444)

Zhijiang Huang

JP Morgan

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Scholarly Papers (3)

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

Abstract:

Theory and Calibration of Swap Market Models

Theory and Calibration of Swap Market Models

Abstract:

A Framework for Collateral Risk Control Determination

Abstract: