Introduction of Credit Derivatives and Valuation of Credit Default Swap

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Introduction of Credit Derivatives and Valuation of Credit Default Swap

The credit derivative market was established at the beginning of the 1990s since the emergence of credit derivatives fits the rapid development of the whole derivatives market. However, compare to other derivative market, this market is still small and incomplete. As with other derivatives, credit d...

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Bibliographic Details
Main Author:	Han, Lu
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Subjects:	Credit Derivatives credit default swaps
Online Access:	https://eprints.nottingham.ac.uk/20209/

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