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CDS Dissertation
Posted: October 27th, 2005, 6:48 pm
by jamesnowak
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
CDS Dissertation
Posted: October 28th, 2005, 7:46 am
by MattF
The mezzanine tightening squeeze in May and the shortcomings of the Base Correlation model
CDS Dissertation
Posted: November 1st, 2005, 11:52 am
by tomgea
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.