Original title: Credit Default Swaps: analýza, oceňování, vývoj trhu
Authors: Sobotková, Lucie ; Dvořák, Petr (advisor) ; Witzany, Jiří (referee)
Document type: Master’s theses
Year: 2007
Language: cze
Publisher: Vysoká škola ekonomická v Praze
Abstract: The thesis covers three main areas regarding credit derivatives. The first part brings comprehensive description of currently known and broadly used credit derivatives. It provides a full explanation of its mechanism, advantages, settlement and practical examples of investment. The second part attempts to clarify the valuation and pricing of the basic credit derivative - credit default swap. The aim of this part is to explain the basic principles of valuing credit default swaps and to show practical examples by using markets systems (Bloomberg examples presented). It is shown how to read market data, how to analyze credit spreads and opportunities of arbitrage. The last part of my thesis gives a comprehensive commentary on global credit derivatives market historical and current development, especially on emerging markets, analysis of sovereign defaults and its impact on credit market. To conclude, the part with latest credit market development and outlook is attached.

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/4148

Permalink: http://www.nusl.cz/ntk/nusl-2294


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses