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:DX1 Traders, risk managers, sales force, financial control and audit
prerequisite required:
– Yield Curve Analysis
– Bond Fundamentals
– Introduction to Credit Default Swaps
prerequisite recommended:
– None
Please click below pictures to explore the chapters:
