Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization by Alan White

Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization

Alan White

32 pages • missing pub info (editions)

nonfiction business economics
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Research Paper (undergraduate) from the year 2018 in the subject Business economics - Investment and Finance, grade: 10, language: English, abstract: This article presents a new model for valuing a credit default swap (CDS) contract that is affect...

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