Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| Autor Principal: | |
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| Autor Corporativo: | |
| Summary: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Idioma: | inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Edición: | 1st ed. 2016. |
| Series: | SpringerBriefs in Finance,
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| Subjects: | |
| Acceso en liña: | https://doi.org/10.1007/978-3-319-45970-7 |
| Formato: | Electrónico Libro |
Table of Contents:
- 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.