Performance Persistence of Credit Default Swaptions. Evidence From the USD Default Swaptions Derivative Market
Year of publication: |
[2023]
|
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Authors: | Guirguis, Michel |
Publisher: |
[S.l.] : SSRN |
Subject: | Derivat | Derivative | Swap | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Volatilität | Volatility |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 6, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4440092 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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