Volatility dependent structured products
Artem Dyachenko, Walter Farkas and Marc Oliver Rieger
| Year of publication: |
2021
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|---|---|
| Authors: | Dyachenko, Artem ; Farkas, Walter ; Rieger, Marc Oliver |
| Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 30.2021, 2, p. 53-60
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| Subject: | Asset-backed securities | real assets/alternative investments/private equity | CLOs | CDOs | and other structured credit | analysis of individual factors/risk premia | derivatives | Asset-Backed Securities | Derivat | Derivative | Volatilität | Volatility | Kreditderivat | Credit derivative | Verbriefung | Securitization | Strukturiertes Produkt | Structured product | Kreditrisiko | Credit risk | Theorie | Theory | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/joi.2020.1.162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423040