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Applications in Finance by Ramaprasad Bhar_10

Tham khảo tài liệu 'applications in finance by ramaprasad bhar_10', tài chính - ngân hàng, ngân hàng - tín dụng phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 216 Stochastic Filtering with Applications in Finance Table 8.4 a Component Names in Series 7 of iTraxx Europe Contd. . No. Ticker Rating Value No. Ticker Rating Value 111 KPN Baa2 9 121 TLIASS A2 6 112 PSON Baal 8 122 VIVFP Baa2 9 113 PUBFP Baa2 9 123 VOD Baal 8 114 REEDLN Baal 8 124 WOLKLU Baal 8 115 RTRGRP Baal 8 125 WPPLN Baa2 9 116 STM A3 7 117 TITIM Baa2 9 118 TELEFO Baal 8 119 TKA A3 7 120 TELNOR A2 6 Average Rating A2 A3 6.896 Table 8.4 b Component Names in Series 7 of iTraxx Europe Crossover. No. Ticker Rating Value No. Ticker Rating Value 1 ALUFP Ba2 12 26 KABEL Ba3 13 2 NELL Ba3 13 27 AHOLD Baa3 10 3 BCMAU B1 14 28 LADLN Ba2 12 4 BAB Baa3 10 29 MESSA B3 16 5 CWLN B1 14 30 TDCDC Ba3 13 6 CAPP BB 11 31 NSINO Ba1 11 7 CODERE B2 15 32 NXPBV B1 14 8 COGNIS B2 15 33 ONOFIN B3 15 9 COLTLN B2 15 34 PORTEL Baa2 9 10 CORUS Ba1 11 35 PROSIE Ba1 11 11 DEGUSS Baa3 10 36 RALFP Ba1 11 12 EMI B1 14 37 RAYAC Ba1 11 13 FIAT Ba1 11 38 RHA Ba3 13 14 FKI Ba2 12 39 SAS B1 14 15 FREGR Ba2 12 40 SEAT Ba3 13 16 SDC B2 16 41 MDPAC B2 16 17 GFCFP Baa3 10 42 SOLSM Baa3 10 18 GROHE B2 16 43 VNU B2 16 19 HAVAS Ba2 12 44 RNK Ba3 13 20 HELLAS B2 16 45 TUIGR B1 14 21 INEGRP B1 14 46 IESYRP B3 15 22 IFX B1 14 47 UPC B1 14 23 IPRLN Ba3 13 48 VMED B2 16 24 ISYSLN Ba3 13 49 WDAC B2 16 25 ITVLN Baa3 10 50 WINDIM B2 16 Average Rating Ba3 B1 13.1 Credit Default Swaps Filtering the Components 217 Table 8.4 c Component Names in Series 7 of iTraxx Europe Hivol. No. Ticker Rating Value No. Ticker Rating Value 1 ACCOR BBB 9 16 ICI Baa2 9 2 ELTLX Baa2 9 17 KINGFI Baa3 10 3 BRITEL Baal 8 18 KPN A2 6 4 CBRY Baa2 9 19 MKS Baa2 9 5 COFP BBB- 10 20 PSON Baal 8 6 CIBASC Baa2 9 21 PRTP BBB- 10 7 CPGLN Baa2 9 22 MRWLN Baa2 9 8 CONTI Baal 8 23 STORA Baa3 10 9 DCX Baal 8 24 TATELN Baa2 9 10 LUFTHA Baa3 10 25 TITIM Baa2 9 11 DSGILN Baa2 9 26 TMMFP Baa2 9 12 GUSLN Baal 8 27 UPMKYM Baa2 9 13 GKNLN Baa3 10 28 VLOF Baa2 9 14 GLENCR Baa3 10 29 VIVFP Baa2 9 15 HANSON Baa3 10 30 WOLKLU Baal 8 Average Rating Baa1 Baa2