CDS Default Probability
RMS Guide 2008
Issues in Infrastructure Finance
Chapter 15 Credit Derivatives. Saunders & Allen Chapter 152 BIS Capital Requirements for Credit Derivatives Interest rate derivatives total $65 trillion.
Chairholders: Christian Gourieroux (CREST and University of Toronto) Christophe Pérignon (HEC Paris)
Swap
Financing Catastrophe Losses Amid a Financial Catastrophe A Growing Challenge Robert P. Hartwig, Ph.D., CPCU, President Insurance Information Institute.
17 November 2008
Chapter 17 Non-Generic Interest Rate and Currency Swaps.
