Are there arbitrage opportunities in credit derivatives markets? : a new test and an application to the case of CDS and ASPs
Year of publication: |
2009
|
---|---|
Authors: | Mayordomo, Sergio ; Peña Sánchez de Rivera, Juan Ignacio ; Romo, Juan |
Publisher: |
Getafe |
Subject: | Arbitrage | Kreditderivat | Credit derivative | Derivat | Derivative | Kreditrisiko | Credit risk |
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