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Pricing and Liquidity of Complex and Structured Derivatives
12 Angebote vergleichen
Preise | Dez. 16 | Apr. 19 | Nov. 19 |
---|---|---|---|
Schnitt | € 43,58 | € 58,38 | € 44,58 |
Nachfrage |
Pricing and Liquidity of Complex and Structured Derivatives (2016)
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. PDF, 31.10.2016.
Pricing and Liquidity of Complex and Structured Derivatives (2016)
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. 31.10.2016.
Pricing and Liquidity of Complex and Structured Derivatives (2016)
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
Deviation of a Risk Benchmark Based on Credit and Option Market Data, 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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. PDF, 31.10.2016.
Pricing and Liquidity of Complex and Structured Derivatives (2016)
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
Pricing and Liquidity of Complex and Structured Derivatives
ISBN: 9783319459691 bzw. 3319459694, in Deutsch, Springer Shop, Taschenbuch, neu.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. Soft cover.
Pricing and Liquidity of Complex and Structured Derivatives
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. eBook.
Pricing and Liquidity of Complex and Structured Derivatives
ISBN: 9783319459691 bzw. 3319459694, in Deutsch, neu.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.
Pricing and Liquidity of Complex and Structured Derivatives - Deviation of a Risk Benchmark Based on Credit and Option Market Data
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. Englisch, Ebook.
Pricing and Liquidity of Complex and Structured Derivatives, Deviation of a Risk Benchmark Based on Credit and Option Market Data: 2017 (2016)
ISBN: 9783319459691 bzw. 3319459694, in Deutsch, Springer International Publishing AG, Taschenbuch, neu.
bol.com.
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 probability of default from both markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.Taal: Engels;Afmetingen: 235x155 mm;Verschijningsdatum: oktober 2016;ISBN10: 3319459694;ISBN13: 9783319459691; Engelstalig | Paperback | 2016.
Pricing and Liquidity of Complex and Structured Derivatives (2016)
ISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
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.