Credit Derivatives
Overview of Credit Derivatives and Implementation in FinCAD and Bloomberg
March 15th 2006
Table of Contents
1. Introduction to Credit Derivatives ……………………………………………………………………………………3
2. Types of Credit Derivatives ……………………………………………………………………………………6
3. Using FinCAD to price Credit Derivatives …………………………………………………………………………………..10
4. Using Bloomberg to price Credit Derivatives
………………………………………………….………………………………22
5. References
………………………………………………………………………………… 27
Introduction to Credit Derivatives
What are Credit Derivatives?
Definition: A credit derivative is a derivative security that is primarily used to......
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Approximate Word Count: 3994
Approximate Pages: 16 (250 words per double-spaced page)
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