Publicação
Credit market: products and pricing discrepancies
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | |
| dc.contributor.advisor | Vigário, Mário | |
| dc.contributor.advisor | Santa-Clara , Pedro | |
| dc.contributor.author | Pereira, Pedro da Silva | |
| dc.date.accessioned | 2026-08-19T11:33:44Z | |
| dc.date.available | 2026-08-19T11:33:44Z | |
| dc.date.issued | 2008-08-01 | |
| dc.date.submitted | 2008-08-01 | |
| dc.description | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the Faculdade de Economia da Universidade Nova de Lisboa | |
| dc.description.abstract | The current study pretends to concede the lector a general overview about credit markets and the available products and strategies. Start by an explanation of Credit Default Swaps because are used in a wide range of products evolving credit derivatives. As a tool to measure credit relative risk on single name entities are also important for the fixed income investor. Currently there is a situation of enormous volatility in credit markets that I tried to transpose into this paper. I took a look on rating downgrades of structured products. There are the specification of methods and strategies to enter in arbitrage trades evolving credit products. | eng |
| dc.identifier.uri | http://hdl.handle.net/10362/205512 | |
| dc.language.iso | eng | |
| dc.rights.uri | http://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | Credit derivative | |
| dc.subject | Credit indexes | |
| dc.subject | CDS spread | |
| dc.subject | basis | |
| dc.title | Credit market: products and pricing discrepancies | eng |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| thesis.degree.name | Mestrado em Finanças |
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