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Search found 6 matches

by vijarkohli
February 10th, 2011, 1:49 pm
Forum: Book And Research Paper Forum
Topic: CDS Market Liquidity
Replies: 3
Views: 23701

CDS Market Liquidity

I am a Senior in College and can write about any topic I choose. My advisor is a Fixed Income Professor who has written about liquidity spillovers numerous times before. I have an interest in studying the Liquidity of any Market and would like to stay within this area.
by vijarkohli
February 10th, 2011, 1:33 pm
Forum: Book And Research Paper Forum
Topic: CDS Market Liquidity
Replies: 3
Views: 23701

CDS Market Liquidity

I am in the process of narrowing down what I want to write about for my Senior Thesis and am looking for some feedback. Currently my topic is Liquidity in the CDS Market but I'm curious to hear what other members think of this topic and if anyone has any other ideas.
by vijarkohli
June 24th, 2010, 2:00 pm
Forum: Student Forum
Topic: Any info on Recovery Rate Swaps
Replies: 8
Views: 193709

Any info on Recovery Rate Swaps

Can someone explain to me the relation of a recovery swap and CDS and how it can be constructed? I'm having trouble putting it together.
by vijarkohli
June 23rd, 2010, 11:38 pm
Forum: General Forum
Topic: examples on how to build zero curve
Replies: 52
Views: 100181

examples on how to build zero curve

Could someone send me a copy of the document and spreadsheet? Thank youvijar.kohli@student.shu.edu
by vijarkohli
June 23rd, 2010, 7:01 pm
Forum: Student Forum
Topic: Credit Default Swaps
Replies: 31
Views: 151900

Credit Default Swaps

could someone send me the excel spreadsheet to vijar.kohli@student.shu.edu? thank you
by vijarkohli
June 23rd, 2010, 5:11 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are copulas and how are they used in quantitative finance?
Replies: 85
Views: 358215

What are copulas and how are they used in quantitative finance?

Could i get a copy of the spreadsheet too? My email address is vijar.kohli@student.shu.edu. Thank you