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100%: Mathias Schmidt: Pricing and Liquidity of Complex and Structured Derivatives (ISBN: 9783319459707) 2016, in Englisch, auch als eBook.Nur diese Ausgabe anzeigen…
97%: Mathias Schmidt: Pricing and Liquidity of Complex and Structured Derivatives, Deviation of a Risk Benchmark Based on Credit and Option Market Data: 2017 (ISBN: 9783319459691) 2016, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
Pricing and Liquidity of Complex and Structured Derivatives
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| Preise | Dez. 16 | Apr. 19 | Nov. 19 |
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| Schnitt | Fr. 42.65 (€ 43.58)¹ | Fr. 57.13 (€ 58.38)¹ | Fr. 43.63 (€ 44.58)¹ |
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1
Pricing and Liquidity of Complex and Structured Derivatives (2016)
~EN NW EBISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
Lieferung aus: Deutschland, Sofort per Download lieferbar.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. PDF, 31.10.2016.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. PDF, 31.10.2016.
2
Pricing and Liquidity of Complex and Structured Derivatives (2016)
~EN NW EBISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
Lieferung aus: Schweiz, Sofort per Download lieferbar.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. 31.10.2016.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. 31.10.2016.
3
Pricing and Liquidity of Complex and Structured Derivatives (2016)
~EN NW EBISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
Lieferung aus: Schweiz, Sofort per Download lieferbar.
Deviation of a Risk Benchmark Based on Credit and Option Market Data, 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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. PDF, 31.10.2016.
Deviation of a Risk Benchmark Based on Credit and Option Market Data, 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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. PDF, 31.10.2016.
4
Pricing and Liquidity of Complex and Structured Derivatives (2016)
~EN NW EBISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, neu, E-Book.
Deviation of a Risk Benchmark Based on Credit and Option Market Data 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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. 31.10.2016, PDF.
5
Pricing and Liquidity of Complex and Structured Derivatives
DE PB NWISBN: 9783319459691 bzw. 3319459694, in Deutsch, Springer Shop, Taschenbuch, neu.
Lieferung aus: Japan, Lagernd, zzgl. Versandkosten.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. Soft cover.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. Soft cover.
6
Pricing and Liquidity of Complex and Structured Derivatives
~EN NW EB DLISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Mexiko, Lagernd, zzgl. Versandkosten.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. eBook.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. eBook.
7
Pricing and Liquidity of Complex and Structured Derivatives
DE NWISBN: 9783319459691 bzw. 3319459694, in Deutsch, neu.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, Lieferzeit: 11 Tage, zzgl. Versandkosten.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.
8
Pricing and Liquidity of Complex and Structured Derivatives - Deviation of a Risk Benchmark Based on Credit and Option Market Data
~EN NW EB DLISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Pricing and Liquidity of Complex and Structured Derivatives: 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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. Englisch, Ebook.
Pricing and Liquidity of Complex and Structured Derivatives: 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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available. Englisch, Ebook.
9
Symbolbild
Pricing and Liquidity of Complex and Structured Derivatives, Deviation of a Risk Benchmark Based on Credit and Option Market Data: 2017 (2016)
DE PB NWISBN: 9783319459691 bzw. 3319459694, in Deutsch, Springer International Publishing AG, Taschenbuch, neu.
Lieferung aus: Niederlande, Nog niet verschenen - reserveer een exemplaar.
bol.com.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.Taal: Engels;Afmetingen: 235x155 mm;Verschijningsdatum: oktober 2016;ISBN10: 3319459694;ISBN13: 9783319459691; Engelstalig | Paperback | 2016.
bol.com.
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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchange-listed company, where option and CDS market data are available.Taal: Engels;Afmetingen: 235x155 mm;Verschijningsdatum: oktober 2016;ISBN10: 3319459694;ISBN13: 9783319459691; Engelstalig | Paperback | 2016.
10
Pricing and Liquidity of Complex and Structured Derivatives (2016)
~EN NW EB DLISBN: 9783319459707 bzw. 3319459708, vermutlich in Englisch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Frankreich, in-stock.
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.
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.
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