Quanto Credit Default Swaps Theory, Pricing & Practice
The paper examines Quanto Credit Default Swaps, a financial tool that transfers credit risk with foreign exchange exposure, focusing on its theory, pricing, and use in emerging markets like Brazil.
Featured in No. 25 on 8 Nov 2023 · 54 days after release · 0 citations today
- Released
- 15 Sep 2023
- First featured
- No. 25 · 8 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 75
- Identifier
- SSRN 4624435
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).