Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| Prif Awdur: | |
|---|---|
| Awdur Corfforaethol: | |
| Crynodeb: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Iaith: | Saesneg |
| Cyhoeddwyd: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| Rhifyn: | 1st ed. 2016. |
| Cyfres: | SpringerBriefs in Finance,
|
| Pynciau: | |
| Mynediad Ar-lein: | https://doi.org/10.1007/978-3-319-45970-7 |
| Fformat: | Electronig Llyfr |
Tabl Cynhwysion:
- 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.