s********k
发帖数: 5 | 1 不知为什么老板最近叫我做一个credit default swap的研究前景的presentation（阴
暗地认为他在上面
亏了钱）。
MD，我之前没怎么接触过。
xdjm们， 有没有什么好的idea. | L****n
发帖数: 240 | 2 central clearning house, standardized contract, less volatility | K*****Y
发帖数: 629 | 3 From what perspective? For modelng perspective, maybe:
-Liquidity and market completeness(e.g., bond-CDS basis, or basis between
asset swap-CDS basis, currency basis).
-Modeling of ABCDS (CDS on Asset Backed Securities) - calibaration of
parameters with the presence of prepayment risk, and CMCDS - Constant
Maturity CDS.
-CDS with embedded options. | s********k
发帖数: 5 | 4 KITTYCY，谢谢，有没有相关paper推荐去看一下 | K*****Y
发帖数: 629 | |
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