Basket credit default swap (CDS)
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9:25
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Hi David, Please correct me if I'm wrong but uncorrelated RVs are not necessarily independent. So one cannot split the joint survival probability into the product (1-5%)^20.
alexxela1982 10 months ago
And you wonder why the US economy has collapsed....
It's all about complexity and 'pretend' assumptions. Until reinsurers, securitizations and these types of complex financial instruments are outlawed there is no chance of recovery.
rhunter187 1 year ago
This is great. This really illustrates the key levers of a basket default swap quite well. Thanks.
Geotubest 2 years ago
very informative thx 999999
smartones888 3 years ago
I think, the theme of correlation between assets default might be better explained, but anyway very informative, many thanks!
Hikikomorijanai 3 years ago
absolutely helpful, amazing
pantherenebuleuse 4 years ago