Pricing and liquidity of complex and structured derivatives : deviation of a risk benchmark basd on credit and option market data /: deviation of a risk benchmark basd on credit and option market data. ([2016])

• Record Type: Book
• Further Information: Note: Mathias Schmidt.
• Authors: Schmidt, Mathias
• Contents: 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.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (xvii, 114 pages), illustrations
• Subjects: 332.645; Finance; Credit derivatives; Credit derivatives; Business & Economics -- Corporate Finance; Business & Economics -- Finance; Corporate finance; Finance; Banks and banking; Financial engineering; Capital market; Business & Economics -- Banks & Banking; Banking
• Languages: English
• ISBNs: 9783319459691; 3319459694; 9783319459707; 3319459708
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.