Credit Default Swaps: A Survey - Foundations and Trends in Finance (Paperback)Marti G. Subrahmanyam (author)
Paperback 216 Pages / Published: 05/03/2015
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This monograph reviews the growing literature on CDS that has accumulated over the past two decades, and reports significant research findings on CDS contracts and markets from the perspectives of issuers, investors, corporate executives and policy makers. While most of the presentation focuses on empirical research, the authors also discuss the major theoretical foundations of CDS, including definitional issues such as contract design and their effect on pricing.
Publisher: now publishers Inc
Number of pages: 216
Weight: 308 g
Dimensions: 234 x 156 x 12 mm
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