Applications of actuarial techniques to credit default swap pricing
The objective of this project is to investigate the credit spread of credit default swaps by using actuarial techniques. The group quantifies the CDS spread by firstly calculating the default rates of selected bonds using actuarial means of calculating mortality rates of bonds. The default rates wer...
Saved in:
| Main Authors: | , , |
|---|---|
| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2012
|
| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/48124 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|