Télécharger le livre :  Pricing and Liquidity of Complex and Structured Derivatives
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied...

Editeur : Springer
Parution : 2016-10-31
Collection : SpringerBriefs in Finance PDF, ePub

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