Tallenna
Pricing and Liquidity of Complex and Structured Derivatives
The idea of the SOD is to combine the implied probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default.
- Alaotsikko
- Deviation of a Risk Benchmark Based on Credit and Option Market Data
- Kirjailija
- Mathias Schmidt
- Painos
- 1st ed. 2016
- ISBN
- 9783319459691
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 30.9.2016
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 114
