De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Pricing and Liquidity of Complex and Structured Derivatives

- Deviation of a Risk Benchmark Based on Credit and Option Market Data

Bag om Pricing and Liquidity of Complex and Structured Derivatives

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319459691
  • Indbinding:
  • Paperback
  • Sideantal:
  • 114
  • Udgivet:
  • 23. september 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 235x155x7 mm.
  • Vægt:
  • 2117 g.
  • 8-11 hverdage.
  • 17. januar 2025
På lager

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Pricing and Liquidity of Complex and Structured Derivatives

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.

Brugerbedømmelser af Pricing and Liquidity of Complex and Structured Derivatives



Find lignende bøger
Bogen Pricing and Liquidity of Complex and Structured Derivatives findes i følgende kategorier: