U sell a CDS at market value 0 and get a coupon of 2 per annum Assuming the spread jump to 3 and the principal of CDS is 10,000,000 what is going to be the new MV from your perspective Spread duration is 4 5 U sell a CDS at market value 0 and get a coupon of 2 per annum Assuming the spread jump to...

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U sell a CDS at market value 0 and get a coupon of 2% per annum....

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Microeconomics An Intuitive Approach with Calculus

ISBN: 978-0538453257

1st edition

Authors: Thomas Nechyba

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Posted Date: May 12, 2024 06:39 AM

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U sell a CDS at market value 0 and get a coupon of 2% per annum....

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Microeconomics An Intuitive Approach with Calculus

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