a. For a single-name credit default swap, what is the difference between physical settlement and cash settlement?

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b. In physical settlement, why is there a cheapest-to-deliver issue?

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Bond Markets Analysis And Strategies

ISBN: 9780132743549

8th Edition

Authors: Frank J Fabozzi

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Question Posted: Jul 28, 2024 08:00 AM

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a. For a single-name credit default swap, what is the difference between physical settlement and cash settlement?

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Bond Markets Analysis And Strategies

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