A Primer on Pricing and Valuation: The Case of Credit Default Swaps

Daniels, Kenneth

doi:10.2139/ssrn.2189529

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A Primer on Pricing and Valuation: The Case of Credit Default Swaps

6 Pages Posted: 15 Dec 2012 Last revised: 24 Apr 2020

See all articles by Kenneth Daniels

Kenneth Daniels

Daniels Foundation for Impact Investments and Development; Daniels Foundation for Impact Investments and Development

Date Written: December 14, 2012

Abstract

Objective: To educate banks and other financial institution about the pricing and valuation of credit default swaps; to encourage banks and other financial institution, especially for those with medium size and scope to consider the beneficial use of credit default swaps with a better understanding.

Keywords: Credit defualt swaps, valuation, market efficiency

JEL Classification: GOO, G28, G12, G30

Suggested Citation: Suggested Citation

Daniels, Kenneth, A Primer on Pricing and Valuation: The Case of Credit Default Swaps (December 14, 2012). Available at SSRN: https://ssrn.com/abstract=2189529 or http://dx.doi.org/10.2139/ssrn.2189529