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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319459691
  • Indbinding:
  • Paperback
  • Sideantal:
  • 114
  • Udgivet:
  • 23. september 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 235x155x7 mm.
  • Vægt:
  • 2117 g.
  • BLACK WEEK
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Leveringstid: 8-11 hverdage
Forventet levering: 9. december 2024

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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.

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