Credit Default Swaps A Survey Marti G. Subrahmanyam

Format:
Paperback
ISBN:
9781601989000
Published:
5th March 2015
Publisher:
now publishers Inc
Dimensions:
216 pages: 234 x 156 x 12mm
Series:
Foundations and Trends in Finance

This monograph reviews the growing literature on CDS that has accumulated over the past two decades, and reports significant research findings on CDS contracts and markets from the perspectives of issuers, investors, corporate executives and policy makers. While most of the presentation focuses on empirical research, the authors also discuss the major theoretical foundations of CDS, including definitional issues such as contract design and their effect on pricing.

Introduction. The CDS Contract and Market Structure. CDS Pricing. CDS and Related Markets: Corporate Bonds and Stocks. CDS and Corporate Finance. CDS and Financial Intermediaries. Sovereign CDS. CDS Indices. Summary and Future Research. Acknowledgements. References


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