Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
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| Institution som forfatter: | |
| Summary: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Sprog: | engelsk |
| Udgivet: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Udgivelse: | 1st ed. 2016. |
| Serier: | SpringerBriefs in Finance,
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| Fag: | |
| Online adgang: | https://doi.org/10.1007/978-3-319-45970-7 |
| Format: | Electronisk Bog |
Indholdsfortegnelse:
- 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.