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Arnaud Theunissen
affiliation not provided to SSRN
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Scholarly Papers (1)
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1.
Understanding Decreasing CDS Curves
Number of pages: 22
Posted: 18 Apr 2010
J. Adem
, Arnaud Theunissen,
S. Verhasselt
,
Moises Gerstein-Alvarez
and
Frédéric D. Vrins
ING,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and LFIN/LIDAM, UCLouvain
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Abstract:
credit default swaps, CDS, spread curve, arbitrage
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