| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
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Pricing Credit Default Swaps – All chapters
This 2-part module discusses the pricing of credit default swaps using fundamental and technical factors and teaches you how to extract a credit’s implied default probability and implied survival probability from observable CDS prices, and also how to revalue a CDS in the secondary market as credit spreads move up and down.
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Yield Curve Analysis
– Bond Fundamentals
– Introduction to Credit Default Swaps
Prerequisite recommended:
– None