Markets & Alternative Research

Credit Default Swaps are credit or entity derivatives that offer insurance in case of default of an underlying bond. In this report a correlation analysis of CDS spread and the main asset classes is conducted. Furthermore, a discrete time variant of the Hull pricing model is...

The present report aims at analyzing with a structural and model driven approach three emerging markets high yield bond. These bonds have been selected through a bottom-up approach. The initial reference for the selection is: UBS Emerging Markets Bond List. Valuation is carried out according...