Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| मुख्य लेखक: | |
|---|---|
| निगमित लेखक: | |
| सारांश: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| संस्करण: | 1st ed. 2016. |
| श्रृंखला: | SpringerBriefs in Finance,
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| विषय: | |
| ऑनलाइन पहुंच: | https://doi.org/10.1007/978-3-319-45970-7 |
| स्वरूप: | इलेक्ट्रोनिक पुस्तक |
विषय - सूची:
- 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.