Mathias Schmidt – författare
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3 produkter
Pricing and Liquidity of Complex and Structured Derivatives
Deviation of a Risk Benchmark Based on Credit and Option Market Data
Häftad, 2016
568 kr
Lägg i varukorg
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both …
Pricing and Liquidity of Complex and Structured Derivatives
Deviation of a Risk Benchmark Based on Credit and Option Market Data
E-bok, 2016
739 kr
Lägg i varukorg
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both …
Ausbildung im Dialogmarketing
Av Philipp Schneider, Joachim Weiß m. fl.
Häftad, 2024
523 kr
Lägg i varukorg
