The Valuation of Credit Default Swaps
The credit derivatives market has known an incredible development since its advent in the 1990's. Today there is a plethora of credit derivatives going from the simplest ones, credit default swaps (CDS), to more complex ones such as synthetic single-tranche collateralized debt obligations. Valu...
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Digital WPI
2006
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/57 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1056&context=etd-theses |