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Credit Default Swaps(1st Edition)
Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations (Palgrave Studies in Risk and Insurance)
by Christopher L. Culp, Bettina J. Stärkle
Hardcover, 331 Pages, Published 2018 by Palgrave Macmillan
ISBN-13: 978-3-319-93075-6, ISBN: 3-319-93075-3
"This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at finan ..."
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