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ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Presentation . 2023
License: CC BY
Data sources: Datacite
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Credit Default Swap Model

descriptionPublicationkeyboard_double_arrow_right Presentation 13 Mar 2023 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7729964 , 10.5281/zenodo.7729965

Credit Default Swap Model

Abstract

Credit trading focuses on securities which have cashflows contingent on one or more defaults of risky securities, including bonds, loans, FRNs, etc. Credit default swap is a type of credit instruments, with which the buyer can protect the principal of debt investment by paying a fixed rate fee periodically until default. This paper documents the pricing theory of the credit default swap.

https://ia904700.us.archive.org/2/items/variableMbsValuation/variableMbsValuation.pdf

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Credit Default Swap Model

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
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