FRM: Valuation of credit default swap (CDS)
104 هزار بار بازدید -
16 سال پیش
-
The key idea in valuing
The key idea in valuing a CDS is a fair deal: the (probability-adjusted) expected PAYMENTS (i.e., made by protection buyer) should equal the expected PAYOFF (contingent, made by seller). For more financial risk videos, visit our website! www.bionicturtle.com/
16 سال پیش
در تاریخ 1387/08/04 منتشر شده
است.
104,030
بـار بازدید شده