Moises Gerstein-Alvarez

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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358

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0

Scholarly Papers (1)

1.

Understanding Decreasing CDS Curves

Number of pages: 22 Posted: 18 Apr 2010
ING, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and LFIN/LIDAM, UCLouvain
Downloads 358 (167,588)

Abstract:

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credit default swaps, CDS, spread curve, arbitrage