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Credit Default Swaps: Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations - Culp, Christopher L, and Van Der Merwe, Andria, and Stärkle, Bettina J
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This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive ...

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Credit Default Swaps: Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations 2019, Palgrave MacMillan, Cham

ISBN-13: 9783030065805

Trade paperback

Credit Default Swaps: Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations 2018, Palgrave MacMillan, Cham

ISBN-13: 9783319930756

2018 edition

Hardcover