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Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data - SpringerBriefs in Finance Mathias Schmidt 1st ed. 2016 edition
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Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data - SpringerBriefs in Finance
Mathias Schmidt
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.
131 pages, 16 black & white illustrations, 16 colour illustrations, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2016. gada 30. septembris |
| ISBN13 | 9783319459691 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 114 |
| Izmēri | 155 × 235 × 7 mm · 199 g |
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