Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| Автор: | |
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| Співавтор: | |
| Резюме: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Мова: | Англійська |
| Опубліковано: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Редагування: | 1st ed. 2016. |
| Серія: | SpringerBriefs in Finance,
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| Предмети: | |
| Онлайн доступ: | https://doi.org/10.1007/978-3-319-45970-7 |
| Формат: | Електронний ресурс Книга |
Зміст:
- 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.