How to Improve Your Risk Return Profile Using Credit Default Swaps Out of Stock
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By Andrew Kumiega, Ph.D and Deborah Cernauskas, Ph.DJune 2008This paper illustrates how a credit default swap can be used to hedge the counterparty risk associated with a portfolio of leases, increase the net present value of uncertain lease cash flows, and create a methodology to calculate the risk adjusted price for a lease based on the creditworthiness of the lessee.
By Andrew Kumiega, Ph.D and Deborah Cernauskas, Ph.DJune 2008This paper illustrates how a credit default swap can be used to hedge the counterparty risk associated with a portfolio of leases, increase the net present value of uncertain lease cash flows, a
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