Pricing and Liquidity of Complex and Structured Derivatives Deviation of a Risk Benchmark Based on Credit and Option Market Data /
| 1. Verfasser: | |
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| Körperschaft: | |
| Zusammenfassung: | XVII, 114 p. 32 illus., 16 illus. in color. text |
| Sprache: | Englisch |
| Veröffentlicht: |
Cham :
Springer International Publishing : Imprint: Springer,
2016.
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| Ausgabe: | 1st ed. 2016. |
| Schriftenreihe: | SpringerBriefs in Finance,
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| Schlagworte: | |
| Online-Zugang: | https://doi.org/10.1007/978-3-319-45970-7 |
| Format: | Elektronisch E-Book |
Inhaltsangabe:
- 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.