Credit Derivatives Credit Derivatives Overview of Credit Derivatives and Implementation in FinCAD and Bloomberg March 15th 2006 Table of Contents Introduction to Credit Derivatives ……………………………………………………………………………………3 Types of Credit Derivatives ……………………………………………………………………………………6 Using FinCAD to price Credit Derivatives …………………………………………………………………………………..10 Using Bloomberg to price Credit Derivatives ………………………………………………….………………………………22 References ………………………………………………………………………………… 27 Introduction to Credit Derivatives What are Credit Derivatives?.
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