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Credit default swaps: the quest of the hedge

Bibliographic reference Vrins, Frédéric ; Schoutens, Wim. Credit default swaps: the quest of the hedge. In: Wilmott Journal, Vol. 1, no.5-6, p. 245-253 (2009)
Permanent URL http://hdl.handle.net/2078.1/150836
  1. Choudhry M. Credit Default Swaps: Illustration of Market Pricing Principles, Wilmott CQF Lecture 5.4, May 2008, London.
  2. Hull, Options, Futures and Other Derivatives (2000)
  3. Shreve, Stochastic Calculus for Finance II: Continuous-Time Models (2004)