Credit spreads and bankruptcy information from options data
Chi-Feng Tzeng
| Year of publication: |
2014
|
|---|---|
| Authors: | Tzeng, Chi-Feng |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 9.2014, 2, p. 1-22
|
| Subject: | CDS spreads | bankruptcy probability | risk-neutral density | financial crisis | financial institutions | Insolvenz | Insolvency | Finanzkrise | Financial crisis | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Optionsgeschäft | Option trading | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Unternehmensanleihe | Corporate bond |
| Extent: | graph. Darst. |
|---|---|
| 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/10010489092