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    Copyright
    About the Editor
    Contributors
    Preface
    Guide to the Handbook of Finance
    Pt. 1. Risk Management
    Pt. 2. Interest Rate Modeling
    Pt. 3. Credit Risk Modeling and Analysis
    Pt. 4. Valuation
    Ch. 28. Introduction to Valuation
    REFERENCES
    Ch. 29. Applied Equity Valuation: Discounted Cash Flow Method
    REFERENCES
    Ch. 30. Applied Equity Valuation: Relative Valuation Method
    REFERENCES
    Ch. 31. Dividend Discount Models
    REFERENCES
    Ch. 32. Equity Analysis Using Traditional and Value-Based Metrics
    REFERENCES
    Ch. 33. The Franchise Factor Approach to Firm Valuation
    REFERENCES
    Ch. 34. IPO Valuation
    REFERENCES
    Ch. 35. The Valuation of Private Firms
    REFERENCES
    Ch. 36. General Principles of Bond Valuation
    REFERENCES
    Ch. 37. Yield Curves and Valuation Lattices
    REFERENCES
    Ch. 38. Using the Lattice Model to Value Bonds with Embedded Options, Floaters, Options, and Caps/Floors
    REFERENCES
    Ch. 39. Valuing Mortgage-Backed and Asset-Backed Securities
    REFERENCES
    Ch. 40. A Framework for Valuing Treasury Inflation-Protected Securities
    REFERENCES
    Ch. 41. Quantitative Models to Value Convertible Bonds
    REFERENCES
    Ch. 42. Introduction to the Pricing of Futures/Forwards and Options
    REFERENCES
    Ch. 43. Black-Scholes Option Pricing Model
    REFERENCES
    Ch. 44. Valuing a Plain Vanilla Swap
    REFERENCES
    Ch. 45. Valuing Swaptions
    REFERENCES
    Ch. 46. Pricing Options on Interest Rate Instruments
    REFERENCES
    Ch. 47. Credit Default Swaps Valuation
    DEFAULT SWAPS
    CREDIT EVENTS
    PRICING CREDIT DEFAULT SWAPS BY STATIC REPLICATION
    PRICING OF A SINGLE-NAME CREDIT DEFAULT SWAP
    SUMMARY
    REFERENCES
    Ch. 48. The Valuation of Fixed Income Total Return Swaps
    REFERENCES
    Ch. 49. Valuing Inflation Derivatives
    REFERENCES
    Ch. 50. The Pricing and Economics of Commodity Futures
    REFERENCES
    Ch. 51. Introduction to Currency Option Pricing Models
    REFERENCES
    Ch. 52. Pricing Commercial Real Estate Derivatives
    REFERENCES
    Pt. 5. Mathematical Tools and Techniques for Financial Modeling and Analysis
    Index
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    Part 4: Valuation > Credit Default Swaps Valuation

    Chapter 47. Credit Default Swaps Valuation

    REN-RAW CHEN, PhD

    Associate Professor, Rutgers University


      

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