<t>I used the paper of o'kane and turnbull where they explain how to derive a piecewise hazard rate term structure "valuation of credit default swaps" is called. I think this is the common practice, u r assuming an exponential distribution for the default time.As for the base correlations, they are ...

I v sent u a message with the addresses..now it should work. Thanks

Hi stigko..Many thanks, I would be very grateful if u could send me the data you have. My email is dugiova@tin.it. I look forward to receive them

<t>Hi there..many thanks for your reply. I v received today the answer from markit and they say that the price is around 5000usd..I didn't specify which data exactly I want so I guess it can go lower but still it's gonna be expensive..I v checked my data from datastream against quotes used in studie...

<t>I am dealing with more or less the same problem..I am workin on my dissertation on credit risk modelling and would like to move soon on default dependency modelling. However, I need first to extract implied probabilities and wanted to try to do it for single names..can u tell me in particular wha...

<t>Hi, I m working on my dissertation on credit risk modelling and, as a starting point, I need historical quotes od CDS spread of the itraxx index and also the corresponding tranches. Can anybody tell me if the quotes provided by datastream are reliable? Alternatively I can use Reuters quotes but I...