Credit default swap and Symmetric distribution: Difference between pages

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imported>Doug Williamson
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(CDS).  
''Statistics''.
 
A distribution where the halves on either side of a particular line are mirror images of each other. For example a Normal distribution.
A variety of swap agreement that enables the effective transfer of credit risk from one party to the other.
 


== See also ==
== See also ==
* [[Constant maturity credit default swap]]
* [[Skewed distribution]]
* [[Credit risk]]
* [[International Swaps and Derivatives Association]]
* [[Swap overlay]]
 
 
== Other links ==
[http://www.treasurers.org/cdsloanpricing Credit Default Swap based loan pricing, ACT 2008]


[[Category:Long_term_funding]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]

Revision as of 14:20, 23 October 2012

Statistics. A distribution where the halves on either side of a particular line are mirror images of each other. For example a Normal distribution.

See also


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