Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| Главный автор: | |
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| Автор-организация: | |
| Примечания: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Язык: | английский |
| Опубликовано: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Издание: | 1st ed. 2016. |
| Серии: | SpringerBriefs in Finance,
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| Предметы: | |
| Online-ссылка: | https://doi.org/10.1007/978-3-319-45970-7 |
| Формат: | Электронный ресурс eКнига |
Оглавление:
- 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.