Rank: 5367 based on 17 downloads (last 30 days) and 1 file submitted

Rogier Swierstra


Personal Profile:


Watch this Author's files


Files Posted by Rogier Swierstra
Updated   File Tags Downloads
(last 30 days)
Comments Rating
13 Mar 2009 CDS pricer This short routine calculates the mark-to-market price of a credit default swap. Author: Rogier Swierstra finance, analysis, bloomberg 17 0

Contact us