Université Paris UFR Sciences Economiques

Université Paris UFR Sciences Economiques

-

English
44 Pages
Read
Download
Downloading requires you to have access to the YouScribe library
Learn all about the services we offer

Description

Niveau: Supérieur, Master

  • mémoire


1 Université Paris 1 – UFR 02 Sciences Economiques MASTER 2 RECHERCHE MONNAIE, BANQUE, FINANCE The Liar Equilibrium in Naked Sovereign CDS Trading: A Financial Economic Approach ZHENG Qiaoyang Master?s thesis conducted under the direction of Gunther Capelle-Blancard, Professor of University Paris 1 University year 2010-2011 du m as -0 06 51 78 2, v er sio n 1 - 1 4 De c 20 11

  • wrong cascading

  • effect occurs

  • cds

  • naked sovereign

  • country?s default

  • cds trading

  • underlying country

  • short position holders


Subjects

Informations

Published by
Reads 22
Language English
Report a problem