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NHSMP Model for the Evaluation of Credit Default Swaps
NHSMP Model for the Evaluation of Credit Default Swaps
2017
Guglielmo D'Amico
Giuseppe Di Biase
Jacques Janssen
Raimondo Manca
Keywords:
Credit default swap index
Credit default swap
Credit derivative
Credit risk
Derivative (finance)
iTraxx
Synthetic CDO
Financial system
Business
Credit valuation adjustment
Finance
Economics
Correction
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