Moises Gerstein-Alvarez

affiliation not provided to SSRN

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Scholarly Papers (1)

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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 Louvain Finance Center (LFIN), UC Louvain
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Abstract:

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credit default swaps, CDS, spread curve, arbitrage