Credit Default Swaps   Pricing  Valuation and Investment Applications
  • Publisher : GRIN Verlag
  • Release : 01 April 2011
  • ISBN : 9783640891498
  • Page : 60 pages
  • Rating : 4.5/5 from 103 voters
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Get a book entitled Credit Default Swaps Pricing Valuation and Investment Applications, was written by Panagiotis Papadopoulos and published by GRIN Verlag. This book was released on 01 April 2011 with total pages 60. Available in PDF, EPUB and Kindle. Seminar paper from the year 2010 in the subject Business economics - Investment and Finance, grade: 67%, University of Westminster (Westminster Business School), course: Financial Derivatives, language: English, abstract: "A credit default swap (CDS) is a bilateral agreement designed explicitly to shift credit risk between two parties. In a CDS, one party (protection buyer) pays a periodic fee to another party (protection seller) in return for compensation for default (or similar credit event) by a reference entity." Credit Default Swaps (CDS) are by far the most popular credit derivatives and have proven to be the most successful financial innovation. The structure of CDS is somewhat similar to the insurance policy. The market of CDS has heavily expanded and is traded in Over-The-Counter (OTC) market. This essay will briefly address the structure and the market of CDS, outlining its common products usage by some large institutions. Following the review of financial structure and pricing of CDS. And finally, this essay will also evaluate the risk management and investment applications of such products.


Credit Default Swaps

Credit Default Swaps Author: Christopher L. Culp,Andria van der Merwe,Bettina J. Stärkle
Publisher: Springer
Relase: 2018-07-12
ISBN: 9783319930763
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