Credit default swaps: what are these products and what influences its prices?

This thesis starts by describing credit default swaps (CDS), their benefits, costs, and how the market for these credit derivatives has been evolving in the past years. The main question that this thesis aims to answer is what are the factors that influence the prices of these financial products. Th...

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Bibliographic Details
Main Author: Neves, Nuno Miguel Barreira Gomes (author)
Format: masterThesis
Language:eng
Published: 2017
Subjects:
Credit default swaps
CDS spreads
Structural models
Explanatory variables
Merton’s model
Regressions
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/26974
Country:Portugal
Oai:oai:run.unl.pt:10362/26974

Internet

http://hdl.handle.net/10362/26974

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