Serving the Quantitative Finance Community

Search found 3 matches

by wannabequant2006
November 23rd, 2005, 4:58 pm
Forum: Student Forum
Topic: Relationship between corporate bond spread over risk free and the default recovery rate.
Replies: 1
Views: 129029

Relationship between corporate bond spread over risk free and the default recovery rate.

<t>Hi,I am trying to determine the relationship between the spread of zero-coupon bond over the risk free and its recovery rate in the case of default. The purpose is to find the probability density function for the default of a bond and will be used to value a credit default swap on that bond.I sta...
by wannabequant2006
April 20th, 2005, 12:50 am
Forum: Careers Forum
Topic: CIBC World markets..
Replies: 6
Views: 153770

CIBC World markets..

Any other thoughts on CIBC WM?
by wannabequant2006
April 18th, 2005, 3:56 am
Forum: Careers Forum
Topic: CIBC World markets..
Replies: 6
Views: 153770

CIBC World markets..

Does anyone have any thoughts on CIBC WM for investment banking in Toronto? Boy, what department are you working in? I am also there for the summer.