Purrgramming

Archived Personal Finance and Computer Science Study Notes (for non-commercial use only)

Skip to content
  • Home
  • #319 (no title)
  • Computer Science
  • Finance
  • Front End
  • Java
  • Machine Learning
  • My Photos
  • Programming
  • Site Map

Credit Default Swap (CDS), Index and Index Option Primer

Sharing my study notes of Markit CDS Indices Primer 2021  

| CDS
  • (1) Introduction
  • (2) Pricing
  • (3) Settlement
  • (4) ICE vs Markit
| CDS Index
  • CDS index
| CDS Index Option
  • Index Option
| Reference
  • References

This entry was posted in Topics on 11 June 2021 by Victoria Liao.

Post navigation

← (2) Pricing References →
  • github
  • weibo
  • linkedin
  • mail
  • About Me
    • 📷 My Photos
  • Programming
    • 🔥 Functional Programming in Scala
    • 🆕 Functional Program Design Philosophy in Scala
    • Java Dev Env (JVM JRE JDK)
    • Regular Expression
    • Front End
      • C4-PlantUML
      • Embed Git Files on WordPress (Including Jupyter Notebooks)
  • Machine Learning
    • Wine Quality Prediction
  • OS
    • Java Garbage Collection
    • Parallelism
  • Finance
    • [WIP] Bond Math
    • Credit Default Swap (CDS), Index and Index Option Primer
    • Options
  • Data Structures
    • Trees

by Victoria Pinzhen Liao | Est. June 2021Â