Exploring mispricing in the term structure of CDS spreads

Robert Jarrow, Haitao Li, Xiaoxia Ye, and May Hu

Year of publication:	2019
Authors:	Jarrow, Robert A. ; Li, Haitao ; Ye, Xiaoxia ; Hu, May
Subject:	Credit default swaps \| Mispricing \| Statistical arbitrage \| Afﬁne models \| Market-neutral strategy \| Hedge funds \| Kreditderivat \| Credit derivative \| Zinsstruktur \| Yield curve \| Hedgefonds \| Hedge fund \| Arbitrage \| Kreditrisiko \| Credit risk \| Kreditversicherung \| Credit insurance

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