Constant maturity credit default swap (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Constant maturity credit default swap" in English language version.

refsWebsite
Global rank English rank
703rd place
501st place

ssrn.com (Global: 703rd place; English: 501st place)

  • Brigo, D. (2006). Constant Maturity CDS valuation with market models. Risk Magazine, June 2006 issue. Related 2004 SSRN preprint available at [1]
  • Anlong Li (2006). Valuation of Swaps and Options on Constant Maturity CDS Spreads. Barclays Capital Research. Related 2006 SSRN Preprint available at [2]