Pricing Credit Default Swaps – Chapter 1

Pricing Credit Default Swaps - Chapter 1

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

Outline
Printout
Spreadsheets
Summary
Quiz

Pricing Credit Default Swaps – All chapters

Chapter 1 begins by reviewing the relationship between credit pricing and the key credit fundamentals of default probability and recovery value, in what is known as a risk-neutral framework;

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