A note on credit spread forwards
Markus Hertrich
| Year of publication: |
2016
|
|---|---|
| Authors: | Hertrich, Markus |
| Published in: |
Journal of advanced studies in finance : JASF. - Craiova : ASERS Publ., ISSN 2068-8393, ZDB-ID 2613863-3. - Vol. 7.2016, 1/13, p. 77-78
|
| Subject: | academic education | banking | credit derivative | credit spread forward | financial institutions management | hedging | Kreditrisiko | Credit risk | Derivat | Derivative | Zinsstruktur | Yield curve | Theorie | Theory | Hedging | Risikoprämie | Risk premium | Kreditderivat | Credit derivative | Kredit | Credit |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720963