Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| 第一著者: | |
|---|---|
| 団体著者: | |
| 要約: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| 言語: | 英語 |
| 出版事項: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
|
| 版: | 1st ed. 2016. |
| シリーズ: | SpringerBriefs in Finance,
|
| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1007/978-3-319-45970-7 |
| フォーマット: | 電子媒体 図書 |
目次:
- 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.