|
|||
|
Basics
of Credit Derivatives
Credit
Derivatives: Market Info and awareness
Knowledge
base
We
expect..
Personally
speaking
Our other sites:
Copyright: All materials on this site, unless otherwise specified, are sole intellectual property of Vinod Kothari and their reproduction in any form is a violation of copyright law. |
Credit derivatives terminology
By
Vinod Kothari
Cooling off period: The time in business days allowed to lapse between the date of notice of a credit event and the valuation, to rule out any emotive under/over-valuation in prices immediately after a credit event.: The tendency of prices of a debt security to vary non-linearly to changes in duration.
|
||