Calculate hazard rates from par cds spreads

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Reference no: EM131086833

Calculate Hazard Rates from Par CDS Spreads

In Figure 6-10, par CDS spreads, a continuously compounded interest rate, a recovery rate, and day count conventions are given. Calculate the hazard rates using the inputs in Figure 6-10 and complete the output table for at least the first four maturities.

Reference no: EM131086833

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