Gareth Stoyle

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Charting a Course through the CDS Big Bang

Number of pages: 15 Posted: 09 Apr 2009 Last Revised: 02 Oct 2009
affiliation not provided to SSRN, Imperial College London - Department of Mathematics, affiliation not provided to SSRN and affiliation not provided to SSRN
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Abstract:

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Credit Default Swap, Upfront Credit Default Swap, Running Credit Default Swap, Hazard Rates, Conversion Running Upfront