Metodologia para precificação de credit default swaps
Although the global trading volume of credit derivatives has exceeded tenths of trillions of dollars, the market in Brazil for these instruments is still incipient. But, with the proposal of the Brazilian Mercantile and Futures Exchange (BM&F) to allow the trading of Credit Default Swaps (CDS...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade Presbiteriana Mackenzie
2009-09-01
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| Series: | Revista de Economia Mackenzie |
| Subjects: | |
| Online Access: | http://editorarevistas.mackenzie.br/index.php/rem/article/view/1430 |