swap credit

If the underlying asset value follow the jump diffusion process with two-sided exponentially distributed jump, we obtain the conditional default arrival rate and the exact limit fo credit default swap price at the short end of the term structure.

对标的资产价值服从双指数跳扩散模型，得到了条件违约风险率和信用违约互换的短期价格极限。

Both are as derivative as any credit default swap ( by which I mean no disrespect to the inventors of CDS).

两人都是像信用违约互换（CDS）那样的衍生品（我可对CDS的发明者没有什么不敬之意）。

In the periphery countries, currencies fell, interest rates rose and credit default swap rates soared.

外围国家货币贬值, 利率上升,信用违约互换价格猛涨.

Great credit default swap market will collapse.

巨大的信用违约互换市场将崩盘.

The fact that Italian five-year credit default swap contracts imply a roughly 30 per cent probability of an Italian default, highlights the possibility of a full-blown break-up scenario.

意大利国债5年期信用违约互换（CDS）合约表明，意大利违约的概率约为30%，这突显出欧元区全面解体的可能性。

By putting in doubt the viability of the sovereign credit default swap market, leaders are making the debt crisis worse.

欧元区领导人对于主权信用违约互换（cds）市场生存能力的质疑，无异于使债务危机雪上加霜。

I. G . You are as blameless for these credit default swap losses as I am.

您在信用违约交换损失的问题上是无罪的,我也一样.

Investment-grade corporate bonds have seen their creditworthiness fall sharply to their worst level since November, according to credit default swap indices.

据信用违约互换（cds）指数来看，投资级企业债券的信誉度骤降至去年11月以来的最低水平。

Sir, can you tell me what a credit default swap is?

先生你能告诉我什么是信用违约交换 吗 ?

In addition to the traditional basic financial instruments, such as financial options, financial exchanges and forward contracts, Collateralized Debt Obligation, Credit Default Swap became popular in financial markets.

除了传统的金融期货、金融期权、金融互换和远期合约这些基础衍生金融工具外，伴随资产证券化产生的担保债务凭证、信用违约互换等创新衍生金融工具也在金融市场中占据了重要地位。