Pricing Credit Default Swaps – Chapter 3

Pricing Credit Default Swaps - Chapter 3

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 3 teaches you to use the CDS survival probability curve for an entity to calculate the fair value of a CDS contract in the secondary market.

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