| 書目名稱 | Pricing and Liquidity of Complex and Structured Derivatives |
| 副標(biāo)題 | Deviation of a Risk |
| 編輯 | Mathias Schmidt |
| 視頻video | http://file.papertrans.cn/756/755112/755112.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | SpringerBriefs in Finance |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2016 |
| 關(guān)鍵詞 | Liquidity; Pricing; Derivatives; Investment Banking; Financial Products; banking |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-45970-7 |
| isbn_softcover | 978-3-319-45969-1 |
| isbn_ebook | 978-3-319-45970-7Series ISSN 2193-1720 Series E-ISSN 2193-1739 |
| issn_series | 2193-1720 |
| copyright | The Author(s) 2016 |
|Archiver|手機(jī)版|小黑屋|
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