Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data - SpringerBriefs in Finance - Mathias Schmidt - Books - Springer International Publishing AG - 9783319459691 - September 30, 2016
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Mathias Schmidt
Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data - SpringerBriefs in Finance 1st ed. 2016 edition

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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.

131 pages, 16 black & white illustrations, 16 colour illustrations, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 30, 2016
ISBN13 9783319459691
Publishers Springer International Publishing AG
Pages 114
Dimensions 155 × 235 × 7 mm   ·   199 g

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