Wednesday, June 24, 2009
The Relationship Between Bonds And CDS Spreads
Posted by
Tyler Durden
at
12:31 AM
As many readers have been requesting data on both intro and intermediate CDS topics, I am posting a paper on one of the most fundamental credit derivative concepts: how to equate CDS pricing levels with those of cash bonds. As new concepts emerge, more explanatory information will be provided. Enjoy the paper - compliments of Maiden Lane I.
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