#1
1st September 2012, 03:42 PM
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CDS Valuation Process
Hello sir I want to know about the CDS valuation. Can you provide me some information about the CDS valuation process?
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#2
3rd September 2012, 10:28 AM
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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. |