credit-default-swaps

  1. Nicole Seaman

    P2.T6.607. Credit default swaps (Crouhy)

    Learning objectives: Describe the different types and structures of credit derivatives including credit default swap (CDS), first-to-default put, total return swaps (TRS), asset-backed credit-linked note (CLN), and their applications. Questions: 607.1. What did the 2009 Big Bang Protocol...
Top