Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| Autor principal: | |
|---|---|
| Autor corporatiu: | |
| Sumari: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Idioma: | anglès |
| Publicat: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| Edició: | 1st ed. 2016. |
| Col·lecció: | SpringerBriefs in Finance,
|
| Matèries: | |
| Accés en línia: | https://doi.org/10.1007/978-3-319-45970-7 |
| Format: | Electrònic eBook |
Taula de continguts:
- 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.