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3rd September 2012, 10:28 AM
Super Moderator
 
Join Date: May 2012
Re: CDS Valuation Process

A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the shopper in the occasion of a loan default or other credit event.

This paper presents and tests a model to price Credit Default Swaps (CDS) using the credit risk information extracted from the firms’ bond market prices.

As per your demand here I am giving CDS Valuation as an attachment. You can get more details from here after download it.
Attached Files
File Type: pdf CDS Valuation.pdf (333.0 KB, 415 views)


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