Essays about: "Advantages disadvantages of Credit default swap"

Found 1 essay containing the words Advantages disadvantages of Credit default swap.

  1. 1. On the Pricing of Credit Default Swaps: A comparative Study between the Reduced-Form Model and the Structural Model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Ivar Alfred Gretarsson; Nicklas Ennab; [2009]
    Keywords : Economics; econometrics; The Structural model; The Reduce-form model; The Merton model; Credit default swap spread; The Hull and White model; Probability of Default; credit risk; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : This paper focuses on measurement methods of credit risk. By modeling credit default swap spreads and predicting possible defaults of corporations with the use of default probabilities this paper makes the search for consistent methods to measure and manage risk by constructing plausible forecasts of contingent corporate defaults. READ MORE