References

Main Page

Credit Default Swap, Index and Index Option

Markit

1. Content.markitcdn.com. 2021. [online] Available at: Markit Credit Indices A Primer [Accessed 30 May 2021].

2. Markit.com. 2021. [online] Available at: Markit CDX High Yield & Markit CDX Investment Grade Index Rules [Accessed 9 June 2021].

3. Markit.com. 2021. [online] Available at: Markit iTraxx Europe Index Rules [Accessed 25 June 2021].

4. Cdsmodel.com. 2021. ISDA CDS Standard Model – Documentation. [online] Available at: ISDA CDS Standard Model [Accessed 26 June 2021].

5. Markit.com. 2021. Documentation. [online] Available at: Markit Documentation Home [Accessed 27 June 2021].

6. (2022). Retrieved 26 January 2022, from https://cdn.ihsmarkit.com/www/pdf/1221/CDS-Indices-Primer—2021.pdf

Bloomberg

1. Wen, Y., 2021. [online] Data.bloomberglp.com. Available at: Credit Default Swap –Pricing Theory, Real Data Analysis and Classroom Applications Using Bloomberg [Accessed 9 June 2021].

2. Data.bloomberglp.com. 2021. [online] Available at: Credit Default Swap-Pricing Theory, Real Data Analysis and Classroom Applications Using Bloomberg Terminal [Accessed 16 June 2021].

3. Docu.tips. 2021. Bloomberg Cds Guide – ID:5c15afde71dc5. [online] Available at: (Bloomberg Cds Guide – ID:5c15afde71dc5, 2021) [Accessed 16 June 2021].

Wikis

1. Investopedia. 2021. Credit Default Swap (CDS) Definition. [online] Available at: investopedia (Credit Default Swap (CDS) Definition, 2021) [Accessed 30 May 2021].

2. Tenor. (2022). Retrieved 26 January 2022, from https://www.investopedia.com/terms/t/tenor.asp

3. Investopedia. 2021. Credit Default Swap Index (CDX). [online] Available at: https://www.investopedia.com/terms/d/dowjonescdx.asp [Accessed 25 June 2021].

4. En.wikipedia.org. 2021. Credit default swap – Wikipedia. [online] Available at: (Credit default swap – Wikipedia, 2021) [Accessed 30 May 2021].

5. En.wikipedia.org. 2021. Credit default swap index – Wikipedia. [online] Available at: https://en.wikipedia.org/wiki/Credit_default_swap_index [Accessed 25 June 2021].

Academic

1. Ebrary. 2021. Bond Math. [online] Available at: (Bond Math, 2021) [Accessed 17 June 2021].
2. Princeton.edu. 2021. [online] Available at: Princeton lecture notes [Accessed 10 June 2021].
3. Merrill Lynch, L., 2021. Credit Default Swap Pricing A Market Approach – ppt download. [online] Slideplayer.com. Available at: Merrill Lynch, 2021 [Accessed 13 June 2021].
4. Coursehero.com. 2021. Credit Dertivatives – 1 – MN5611 Alternative Investments Lecture 7 Credit Derivatives I Lecturer Dr Kais Bouslah Lecture topic Introduction to | Course Hero. [online] Available at: Credit Dertivatives – 1 – MN5611 Alternative Investments [Accessed 17 June 2021].
5. Credit default swap definition. (2022). Retrieved 26 January 2022, from https://www.ig.com/uk/glossary-trading-terms/credit-default-swap-definition
6. (2022). Retrieved 31 March 2022, from https://www.afma.com.au/standards/market-conventions/Credit%20Product%20Conventions.pdf

Youtube

1. Youtu.be. 2021. Lecture 3: Swaps — CDS, CDX, IRS, TRS, Basis Swap, Repo and Dollar Rolls. [online] Available at: https://youtu.be/-jp5Legi-QE [Accessed 25 June 2021].

Dictionary

1. Bettersolutions.com. 2021. Quantitative Finance – BetterSolutions.com. [online] Available at: https://bettersolutions.com/quant.htm [Accessed 26 June 2021].

Forum

CDS and CDS Index long or short [online] Bionic Turtle. Available at: CDS and CDS Index long or short [Accessed 27 June 2021].

Zhihu.com. 2021.CDS [online] Available at: Zhihu CDS [Accessed 27 June 2021].

Other

1. Spau1. lding, W., 2021. Credit Default Swaps (CDS). [online] Thismatter.com. Available at: Credit Default Swaps (CDS)(Spaulding, 2021) [Accessed 4 June 2021].

2. Pacific Investment Management Company LLC. 2021. Understanding Credit Default Swaps | PIMCO. [online] Available at: Understanding Credit Default Swaps | PIMCO, 202 [Accessed 5 June 2021].

3. The Baseline Scenario. 2021. Credit Default Swaps, Herald of Doom (for Beginners). [online] Available at: (Credit Default Swaps, Herald of Doom (for Beginners), 2021) [Accessed 10 June 2021].

4. Rigopoulos, I., 2021. Credit Default Swap (CDS) Pricing in Excel using QuantLib. [online] Blog.deriscope.com. Available at: Credit Default Swap (CDS) Pricing in Excel using QuantLib [Accessed 11 June 2021].

5. topics, F., & valuation, D. (2022). Upfront Premium CDS – Breaking Down Finance. Retrieved 27 March 2022, from https://breakingdownfinance.com/finance-topics/derivative-valuation/upfront-premium-cds/