Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /

Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Schmidt, Mathias (مؤلف)
مؤلف مشترك: SpringerLink (Online service)
الملخص:XVII, 114 p. 32 illus., 16 illus. in color.
text
اللغة:الإنجليزية
منشور في: Cham : Springer International Publishing : Imprint: Springer, 2016.
الطبعة:1st ed. 2016.
سلاسل:SpringerBriefs in Finance,
الموضوعات:
Financial services industry.
Business enterprises > Finance.
Financial engineering.
Capital market.
Financial Services.
Corporate Finance.
Financial Engineering.
Capital Markets.
الوصول للمادة أونلاين:https://doi.org/10.1007/978-3-319-45970-7
التنسيق: الكتروني كتاب الكتروني
جدول المحتويات:
  • Introduction
  • Different Approaches on CDS Valuation - an Empirical Study
  • Credit Default Swaps from an Equity Option View
  • Strike of Default: Sensitivity and Times Series Analysis
  • Conclusion.

مواد مشابهة