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| Fannie Mae. The #1
player in the secondary mortgage market.
| Freddie Mac. The #2
player in the secondary mortgage market.
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Electrical Power and Power Derivatives
Energy
Markets. The Derivatives 'Zine's dedicated energy
page,
with links and much more.
Weather derivatives
Credit
Derivatives
Pricing
| CreditMetrics Monitor. "The
Valuation of Basket Credit Derivatives," by David X. Li.
| Das and Sundaram. A Direct
Approach to Arbitrage-Free Pricing of Credit Derivatives.
| Derivatives Strategy. Credit Derivatives
Supplement.
| Derivatives Week. "Pricing Credit
Derivatives."
| Deutsche Bank. "Deutsche
Bank Successfully Closes Blue Stripe - First Synthetic CLO
Transaction."
| Houweling, Patrick. "The Joint
Estimation of Term Structures and Credit Spreads."
| Loan Pricing Corporation. The LPC Risk
Rater estimates the default probability of a borrower.
| Nandi, Saikat. Valuation
Models for Default-Risky Securities: An Overview.
| Savvysoft. "FreeCreditDerivatives.com."
| Scott, Louis. "The
Pricing of Default Options and Credit Derivatives."
| Scott, Louis. "A Note on
the Pricing of Default Swaps."
| Capital Markets Risk Advisors. Frank Iacono.
Credit
Derivatives.
| Tauren, Miikka. "A Comparison of Bond
Pricing Models in the Pricing of Credit Risk." |
| Creditex.
Aims to "provide liquidity, standardization and
transparency to the credit derivatives market."
| CreditTrade.
An online auction system for posting bids and
offers.
| MorganCredit.com.
J.P. Morgan's online principal
market for credit derivatives.
| McDermott, Robert. "The
Long-Awaited Arrival of Credit Derivatives."
| Smithson, Charles; Hal Haloppa; and
Shaun Rai. CREDIT
DERIVATIVES (2): A look at the market, its evolution, and current size.
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