All ebooks by Verena Anna Berger in PDF
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All ebooks by Verena Anna Berger in PDF


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Download this eBook Impact of Government Bonds Spreads on Credit Derivatives
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Impact of Government Bonds Spreads on Credit Derivatives


Verena Anna Berger


Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the...

Publication date: 2017-11-30
Format: PDF
Publisher: Springer Gabler
Collection: BestMasters
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£44,99

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