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CDS pricing

November 8 2005 at 2:51 AM
 

 

Hi all,

there are a couple of issues which are bothering me for quite a while now.

Firstly ,

Is there a way to price Credit Default Swaps in Excel, which can help in understanding of various concepts.

Also , I wanted to know is how do we compute Recovery Rate for Credit Default Swaps ?

It would be realy helpful if someone could provide answers to the above queries.


Thanks and Regards,


Vivek Royzada

 
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