Essays on the market structure and pricing of credit derivatives

par Jan Benjamin Junge

This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-thecounter markets in which trading is segmented and subject to many imperfections from which illiquidity may arise. Recent regulatory reforms have brought transparency to some credit derivatives markets without affecting their segmented structures.

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Year of publication:	2016
Authors:	Junge, Benjamin
Publisher:	Lausanne : Ecole Polytechnique Fédérale de Lausanne
Subject:	Credit Default Swap \| Dodd-Frank Act \| Index Credit Default Swap \| Liquidity Risk \| Over-The-Counter Markets \| Swap Execution Facility \| Transaction Costs \| Kreditderivat \| Credit derivative \| Swap \| Derivat \| Derivative \| Kreditrisiko \| Credit risk \| Transaktionskosten \| Transaction costs \| OTC-Handel \| OTC market \| Theorie \| Theory \| Marktstruktur \| Market structure \| Liquidität \| Liquidity
Description of contents:	Mots-clés de l'auteur: Credit Default Swap ; Dodd-Frank Act ; Index Credit Default Swap ; Liquidity Risk ; Over-The-Counter Markets ; Swap Execution Facility ; Transaction Costs
Published items:	3 hits in ECONIS - Online Catalogue of the ZBW

Extent:	1 Online-Ressource (xiv, 184 Seiten) Illustrationen
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammelwerk ; Collection of articles of several authors
Language:	English
Thesis:	Dissertation, Ecole Polytechnique Fédérale de Lausanne, 2016
Notes:	Enthält 3 Beiträge Zusammenfassung in deutscher und englischer Sprache
Other identifiers:	10.5075/epfl-thesis-7322 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011903108