Pricing credit default swaps with option-implied volatility
Charles Cao, Fan Yu, and Zhaodong Zhong
| Year of publication: |
2011
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|---|---|
| Authors: | Cao, Charles Q. ; Yu, Fan ; Zhong, Zhaodong |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 67.2011, 4, p. 67-76
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| Subject: | Aktienmarkt | Stock market | Kreditderivat | Credit derivative | Volatilität | Volatility | Finanzanalyse | Financial analysis | USA | United States | 2007-2009 |
| 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/10009272131