Abstract
The following section gives a brief overview of the topics which are dealt in this thesis. Thus the financial assets, bonds and credit defaults swaps are discussed. Further, spreads within the financial market and the theo-retical relationship between bonds and CDS are reviewed. Models used to price CDS conclude this chapter.
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© 2018 Springer Fachmedien Wiesbaden GmbH
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Berger, V.A. (2018). Theoretical underpinnings. In: Impact of Government Bonds Spreads on Credit Derivatives. BestMasters. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-20219-4_2
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DOI: https://doi.org/10.1007/978-3-658-20219-4_2
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Publisher Name: Springer Gabler, Wiesbaden
Print ISBN: 978-3-658-20218-7
Online ISBN: 978-3-658-20219-4
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