All ebooks by Mathias Schmidt in PDF and EPUB

1 Book(s)


Add to my wish list Pricing and Liquidity of Complex and Structured Derivatives Mathias Schmidt 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... Publication date: 2016-10-31 Format: PDF, ePub Publisher: Springer Collection: SpringerBriefs in Finance PDF ePub Add to basket £44,99

Add to my wish list

Pricing and Liquidity of Complex and Structured Derivatives

Mathias Schmidt

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...

Publication date: 2016-10-31

Format: PDF, ePub

Publisher: Springer

Collection: SpringerBriefs in Finance

Add to basket

£44,99

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