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jamesnowak
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Joined: October 23rd, 2005, 4:37 pm

CDS Dissertation

October 27th, 2005, 6:48 pm

I am currently studying an MSc in Investment Banking and have a dissertation to write. I want to cover the area of CDS but only have a few ideas as to what the title should be.Do any of you guys have any ideas that i could write a thesis on around the area of CDS?Suggestions welcomeCheersJames
 
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MattF
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Joined: March 14th, 2003, 7:15 pm

CDS Dissertation

October 28th, 2005, 7:46 am

The mezzanine tightening squeeze in May and the shortcomings of the Base Correlation model
Last edited by MattF on October 27th, 2005, 10:00 pm, edited 1 time in total.
 
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tomgea
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Joined: July 20th, 2004, 3:32 pm

CDS Dissertation

November 1st, 2005, 11:52 am

How big is your dissertaion supposed to be? What level of mathematical rigour?With the Delphi thing in the news at the moment maybe a study on the liquidity of the underlying bonds and the effect on the CDS price might not be so bad.