An up-to-date resource on the intricacies of the credit default swap basis While credit default swaps and credit derivatives are of great concern to many in the

This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of mark

The second edition of An Introduction to Credit Derivatives provides a broad introduction to products and a marketplace that have changed significantly since th

Inhaltsangabe:Introduction: Credit default swaps are by far the most often traded credit derivatives and the credit default swap markets have seen tremendous gr

Credit Default Swaps: A Survey is the most comprehensive review of all major research domains involving credit default swaps (CDS). CDS have been growing in imp