What is an n-th to default contract? How does credit correlation impact this contract?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 18, 2024 05:00 AM

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What is an n-th to default contract? How does credit correlation impact this contract?

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The nth to default contract is one which pays off a contractual amount only i...View the full answer

Derivatives Principles And Practice

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