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CDS Pricing

Thomas K. Philips, "An Approximate Valuation Formula for a Credit Default Swap ", Malbec Partners; OTA Asset Management, September 2006.

Hull, John & Predescu, Mirela & White, Alan, 2004. The relationship between credit default swap spreads, bond yields, and credit rating announcements, Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2789-2811, November.

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