Credit derivatives
Credit Markets Update: Spreads narrow as outlook turns positive
US Federal Reserve Chairman Alan Greenspan’s testimony before Congress today indicated that the Fed does not plan to raise interest rates any time soon and this, along with signs that the US economy is strengthening, caused spreads in the credit…
Equity to credit pricing
Default models
Getting the pricing right
Credit risk
Getting the pricing right
Credit risk
HJM with multiples
Term structure of credit