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https://www.investopedia.com/terms/c/creditdefaultswap.asp
Mar 20, 2020 · A credit default swap (CDS) is a particular type of swap designed to transfer the credit exposure of fixed income products between two or more parties.Author: Justin Kuepper
https://www.amazon.com/CDS-Delivery-Option-Bloomberg-Financial/dp/157660263X
Sep 13, 2009 · The delivery option goes in the money when a credit event occurs. The cash flows of a credit default contract are influenced by changes in the probability that a particular company will default.1.7/5(2)
https://www.sciencedirect.com/science/article/pii/S0378426607003445
The instrument this paper focuses on is a credit default swap (CDS). This is a bilateral contract aimed at transferring the credit risk of a (corporate or sovereign) borrower from one market participant (the protection buyer) to another (the protection seller).Author: Rainer Jankowitsch, Rainer Pullirsch, Tanja Veza
https://pdfs.semanticscholar.org/cf9b/37ffcca6a45218847ecce9cbb3c73aea37d6.pdf
The instrument this paper focuses on is a credit default swap (CDS). This is a bilateral contract aimed at transferring the credit risk of a (corporate or sovereign) borrower from one market participant (the protection buyer) to another (the protection seller).
https://fincad.com/resources/resource-library/wiki/credit-default-swap-options
A credit default swap option (CDS option) is also known as a credit default swaption. It is an option on a credit default swap. A CDS option gives its holder the right, but not the obligation, to buy (call) or sell (put) protection on a specified reference entity for a specified future time period for a certain spread.
https://www.researchgate.net/publication/222565165_The_delivery_option_in_credit_default_swaps
The delivery option in credit default swaps. Under standard assumptions the reduced-form credit risk model is not capable of accurately pricing the two fundamental credit risk instruments – bonds and credit default swaps (CDS) – simultaneously.
https://en.wikipedia.org/wiki/Credit_default_option
In finance, a default option, credit default swaption or credit default option is an option to buy protection (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity. The option is usually …
https://www.investopedia.com/articles/optioninvestor/08/cds.asp
Apr 06, 2020 · A credit default swap (CDS) is a particular type of swap designed to transfer the credit exposure of fixed income products between two or more parties.
http://quantlabs.net/academy/download/free_quant_instituitional_books_/%5BLehman%20Brothers%5D%20The%20Restructuring%20Clause%20in%20Credit%20Default%20Swap%20Contracts.pdf
Credit Default Swap Contracts The new 2003 ISDA Credit Derivatives Definitions allow for four different clauses for handling restructurings as credit events that trigger default swaps. We describe a model to price these different contracts that explicitly addresses the valuation of the protection buyer’s cheapest-to-deliver option.
http://quantlabs.net/academy/download/free_quant_instituitional_books_/%5BBank%20of%20America%5D%20Guide%20to%20Credit%20Default%20Swaptions.pdf
Credit default swaptions, or options for credit default swaps, are a growing market that allow investors to express nontraditional views on credit. Figure 1 presents a simple way to break down an overall credit view (bullish or bearish) and the risk of credit default swaptions:
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