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Old 27th October 2012, 11:12 AM
ramakrishan jain
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Default CDS Valuation Theory

Can I know about the Credit default swap and tell me theories for the pricing of credit
Default swaps. And tell me a page and website also
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  #2  
Old 27th October 2012, 07:48 PM
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Join Date: May 2012
Default Re: CDS Valuation Theory

You want to know about CDS Valuation Theory so I am providing you here PDF file that contain information about this like:

Overview of the Credit Derivatives Market
Credit Derivatives Made Credit Tradable
Credit Default Swap (CDS) Mechanics
New Developments in the CDS Market
Variations on the CDS Contract
Appendix A: CDS Valuation –Survival Probabilities
Appendix B: CDS Unwind / Assignment Calculations
Glossary
Attached Files
File Type: pdf CDS Valuation Theory.pdf (936.8 KB, 92 views)
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