Credit derivatives valuation and risk.

Chapter

Publication date : 2012

Pages : 1569-1592

Contents : CDS valuation
The CDS-Bond relationship
Model
New and existing contracts
Risk management
CDS index valuation
Key points

Language : English

Location : Nice Library

Material : Paper

Faculty's books : Oui

[List] List of faculty's books
[Book] The handbook of fixed income securities. / FABOZZI Frank J. ; MANN Steven V.. -NEW YORK : MC GRAW HILL, 2012. - 1809