Essays on credit default swaps
This thesis is structured to research on a financial derivative asset known as a credit default swap (CDS). A CDS is a contract in which the buyer of protection makes a series of payments (often referred to as CDS spreads) to the protection seller and, in exchange, receives a payoff if a default eve...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2013
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| Online Access: | https://eprints.nottingham.ac.uk/13101/ |