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Abstract

In recent years, the credit derivatives market has become extremely active. Especially credit default swaps (CDSs) and collateralized debt obligations (CDOs) have contributed to what has been an amazing development.

Keywords

Option Price Credit Risk Hedge Fund Credit Default Swap Implied Volatility 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Betriebswirtschaftlicher Verlag Dr. Th. Gabler | GWV Fachverlage GmbH, Wiesbaden 2008

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