Credit default swaps : a primer and some recent trends
Year of publication: |
2020
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Authors: | Lando, David |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 12.2020, p. 177-192
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Subject: | credit default swap | CDS | single-name CDS | index contracts | CDS-bond basis | trading frictions | regulatory capital | sovereign CDS | quanto spreads | Kreditderivat | Credit derivative | Swap | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Kreditversicherung | Credit insurance | Welt | World | Derivat | Derivative |
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