Clearing Credit Default Swaps : an new look into the basis

Mestrado em Contabilidade, Fiscalidade e Finanças Empresariais

Bibliographic Details
Main Author: Neves, Ricardo Filipe Godinho Miranda das (author)
Format: masterThesis
Language:eng
Published: 2015
Subjects:
CDS
Quebra de estrutura
Risco de contraparte
Base
Cointegração
Structural Break
Counterparty Risk
Risk
Basis
Cointegration
Online Access:http://hdl.handle.net/10400.5/7864
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/7864

Internet

http://hdl.handle.net/10400.5/7864

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