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Pricing and Liquidity of Complex and Structured Derivatives
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Pricing and Liquidity of Complex and Structured Derivatives

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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.
Undertitel
Deviation of a Risk Benchmark Based on Credit and Option Market Data
Författare
Mathias Schmidt
Upplaga
1st ed. 2016
ISBN
9783319459691
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2016-09-30
Sidor
114