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Financial Derivatives

S/F/79. Credit derivatives: Review the types and uses of basic credit derivatives. Valuation methods are discussed and a sample calculation included

WORDS:
3100
DATE:
2006
PRICE:
39.99 GBP

This paper examines basic types of credit derivatives, their uses and risks. Also, the analysis for valuation of a credit default swap is taken using a numerical example, which is further shown with an illustration.

 

KEYWORDS: Credit Derivatives, Finance, Derivative investment, Credit Default swaps, total return,

 
Other Papers On: Financial Derivatives