Credit Derivatives

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li
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Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

Chapter Chapter 6 in Financial Mathematics, Derivatives and Structured Products, 2019, pp 55-60 from Springer

Abstract: Abstract First introduced by JP Morgan in 1997, CDS (Credit Default Swap) remains the most widely used credit derivative instrument despite the negative reputation in the wake of the 2008 financial crisis.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-13-3696-6_6

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DOI: 10.1007/978-981-13-3696-6_6

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