Valuation of credit default swap (CDS)
bionicturtledotcom asked:
The dominant idea in the valuation of a CDS is a fair means payments expected (probability-adjusted) (IE, by the buyer of protection) must match the expected profitability (the number made by the seller)
Categories: CDS Contracts
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Tags: Contingent, Credit Default Swap, Fair Deal, Probability, Swap Cds
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