Options On Credit Default Index Swaps Yunkang Liu and Peter J¨ackel 20th May 2005 Abstract The value of an option on a credit default index swap consists of two parts. The first one is the protection value due to potent

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Date: 2010-10-23 08:24:06 Options Mathematical finance Swaption Derivative Credit derivative Credit default swap Futures contract Swap Put option Financial economics Finance Investment		Options On Credit Default Index Swaps Yunkang Liu and Peter J¨ackel 20th May 2005 Abstract The value of an option on a credit default index swap consists of two parts. The first one is the protection value due to potent Add to Reading List Source URL: www.awdz65.dsl.pipex.com Download Document from Source Website File Size: 328,99 KB Share Document on Facebook

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