FRM: Valuation of credit default swap (CDS)
The key idea in valuing a CDS is a fair deal: the (probability-adjusted) expected PAYMENTS (i.e., made by protection buyer) should equal the expected PAYOFF (contingent, made by seller). For more financial risk videos, visit our website! http://www.bionicturtle.com
Видео FRM: Valuation of credit default swap (CDS) канала Bionic Turtle
Видео FRM: Valuation of credit default swap (CDS) канала Bionic Turtle
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