| 書目名稱 | Credit Default Swaps | | 副標(biāo)題 | Mechanics and Empiri | | 編輯 | Christopher L. Culp,Andria van der Merwe,Bettina J | | 視頻video | http://file.papertrans.cn/240/239628/239628.mp4 | | 概述 | Reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises.Discusses of the mechanics of single-name and index CDSs.Explores th | | 叢書名稱 | Palgrave Studies in Risk and Insurance | | 圖書封面 |  | | 描述 | .This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively summarizes. .the empirical evidence on important aspects of these instruments of risk transfer. Full-time academics, researchers at financial institutions, and students will benefit from the dispassionate and comprehensive summary of the academic literature; they can read this book instead of identifying, collecting, and reading the hundreds of academic articles on the important subject of credit risk transfer using derivatives and benefit from the synthesis of the literature provided.. | | 出版日期 | Book 2018 | | 關(guān)鍵詞 | Credit Default Swaps; CDS; asset-backed securities; market crisis; credit risk transfer; index products; i | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-93076-3 | | isbn_softcover | 978-3-030-06580-5 | | isbn_ebook | 978-3-319-93076-3Series ISSN 2523-8221 Series E-ISSN 2523-823X | | issn_series | 2523-8221 | | copyright | The Editor(s) (if applicable) and The Author(s) 2018 |
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