Gå direkte til innholdet
Pricing and Liquidity of Complex and Structured Derivatives
Spar

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.
Undertittel
Deviation of a Risk Benchmark Based on Credit and Option Market Data
Opplag
1st ed. 2016
ISBN
9783319459691
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
30.9.2016
Antall sider
114