CDS Pricing 2: Bootstrapping Default Probabilities from a CDS Curve
interactive

CDS Pricing 2: Bootstrapping Default Probabilities from a CDS Curve

Updated Oct 09, 2024

What you'll learn

  • Here we look at operational efficiencies, ISDA protocols, trading standardization, and restructuring.
Course Description

CDS pricing models generate fair spreads, recovery rates, discount factors, and known default probabilities. Here we look at operational efficiencies, ISDA protocols, trading standardization, and restructuring.