The Impact of Counterparty Risk and Collateral on the Pricing of Credit Default Swaps

Additional Metadata
Keywords	CDS, Valuation, Collateral, Counterparty Risk, spread, Credit default swap
Thesis Advisor	Li, Ye, Wagner, Wolf
Persistent URL	hdl.handle.net/2105/39215
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	van Vuuren, Lisanne. (2017). The Impact of Counterparty Risk and Collateral on the Pricing of Credit Default Swaps. In Finance & Investments.http://hdl.handle.net/2105/39215

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