Constant maturity credit default swap

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1Investment / Options / Swaption / Constant maturity credit default swap / Credit default swap / Mathematical finance / Credit derivative / Derivative / Swap / Financial economics / United States housing bubble / Finance

Credit Default Swaptions Credit Default Index Swaptions Market Models for CDS Spreads Hedging of Credit Default Swaptions Marek Rutkowski

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-05-21 09:09:38
2United States housing bubble / Bonds / Credit default swap / Fixed income market / Corporate bond / Credit derivative / High-yield debt / Swap / Constant maturity credit default swap / Financial economics / Investment / Finance

[removed]Virginie Coudert Mathieu Gex - fév 2011-revu[removed]

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Source URL: www.cepii.fr

Language: French - Date: 2011-05-12 06:24:13
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