Default recovery rate swaptions: A financial engineering instrument to transfer post-default recovery rate risk
There are many types of credit derivatives. Credit derivatives are divided into two categories of product, funded credit derivatives and unfunded credit derivatives. An unfunded credit derivative is a bilateral contract between two counterparties, where each party is responsible for making its payme...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2008
|
| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/3783 https://animorepository.dlsu.edu.ph/context/etd_masteral/article/10621/viewcontent/CDTG004591_F_Partial.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | De La Salle University |
| Language: | English |