CDS PRICING on a reduced form model

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teocteo

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May 18, 2017
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hello I'm in the year to have my bachelor in economics and finance
I need help to understand the Cds pricing and the reduced form model ( Markov chains)
more precisely I need to price the default leg the contingent leg and then by equalizing them I need to find the spread
I really need your helps I'm working on it for 2 months
 
CDS PRICING on a reduced form model (Markov chains)

hello I'm studying to have my bachelor in economics and finance
I came here because I'm working for 2 months on a work that I can't resolve alone
more precisely I need to price and define in a reduced form model the default leg of a cds the contingent leg and then by equalizing them I need to express the spread of a cds
And of course I need to define the reduced form model ( stochastic)
well I'm a bit lost and any help is well welcome thanks for your attention and have a good day
 
teocteo said:
hello I'm in the year to have my bachelor in economics and finance
I need help to understand the Cds pricing and the reduced form model ( Markov chains)
more precisely I need to price the default leg the contingent leg and then by equalizing them I need to find the spread
I really need your helps I'm working on it for 2 months
Click to expand...
Are you asking for somebody to teach you this material? :confused:
 
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