2 Views· 08 August 2023· Education
Structured Finance, Lecture 3 - Credit Derivatives, Part 2
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Provides a survey of all major credit derivative instruments - credit default swaps, credit default options, indemnity agreements, total return swaps, credit spread forwards, credit spread options, credit spread swaps, basket derivatives, first-to-default baskets and the correlation paradox.
Dr. Krassimir Petrov
Professor: Krassimir Petrov, Ph. D.
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