Credit default swaps : a primer and some recent trends
David Lando
| Year of publication: |
2020
|
|---|---|
| Authors: | Lando, David |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 12.2020, p. 177-192
|
| Subject: | credit default swap | CDS | single-name CDS | index contracts | CDS-bond basis | trading frictions | regulatory capital | sovereign CDS | quanto spreads | Kreditderivat | Credit derivative | Risikoprämie | Risk premium | Kreditversicherung | Credit insurance | Kreditrisiko | Credit risk | Welt | World | Swap |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-012820-013740 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012404625