Pricing of Collateralized Over the Counter Derivatives (Paperback)
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Bester Preis: Fr. 15.60 (€ 15.99)¹ (vom 28.05.2021)1
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Pricing of Collateralized Over the Counter Derivatives (Paperback) (2020)
~EN PB NWISBN: 9783346224514 bzw. 3346224511, vermutlich in Englisch, GRIN Verlag, United States, Taschenbuch, neu.
Von Händler/Antiquariat, The Book Depository EURO [60485773], London, United Kingdom.
Language: English. Brand new Book. Academic Paper from the year 2020 in the subject Economics - Finance, grade: 10, language: English, abstract: This paper presents a new model for pricing over the counter (OTC) derivatives subject to collateralization. It allows for collateral posting adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized contract. This framework is very useful for valuing outstanding derivatives. Using a unique dataset, the author found empirical evidence that credit risk alone is not overly important in determining credit-related spreads. Only accounting for both collateral arrangement and credit risk can sufficiently explain unsecured credit costs. This finding suggests that failure to properly account for collateralization may result in significant mispricing of derivatives. The author also empirically gauges the impact of collateral agreements on risk measurements. The findings indicate that there are important interactions between market and credit risk. Books.
Language: English. Brand new Book. Academic Paper from the year 2020 in the subject Economics - Finance, grade: 10, language: English, abstract: This paper presents a new model for pricing over the counter (OTC) derivatives subject to collateralization. It allows for collateral posting adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized contract. This framework is very useful for valuing outstanding derivatives. Using a unique dataset, the author found empirical evidence that credit risk alone is not overly important in determining credit-related spreads. Only accounting for both collateral arrangement and credit risk can sufficiently explain unsecured credit costs. This finding suggests that failure to properly account for collateralization may result in significant mispricing of derivatives. The author also empirically gauges the impact of collateral agreements on risk measurements. The findings indicate that there are important interactions between market and credit risk. Books.
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Pricing of Collateralized Over the Counter Derivatives (2020)
~EN PB NW RPISBN: 9783346224514 bzw. 3346224511, vermutlich in Englisch, GRIN Verlag|GRIN Verlag, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, moluna [73551232], Greven, Germany.
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung für Sie gedruckt. Academic Paper from the year 2020 in the subject Economics - Finance, grade: 10, language: English, abstract: This paper presents a new model for pricing over, Books.
Von Händler/Antiquariat, moluna [73551232], Greven, Germany.
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung für Sie gedruckt. Academic Paper from the year 2020 in the subject Economics - Finance, grade: 10, language: English, abstract: This paper presents a new model for pricing over, Books.
3
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Pricing of Collateralized Over the Counter Derivatives (2017)
~EN PB NW RPISBN: 9783346224514 bzw. 3346224511, vermutlich in Englisch, GRIN Verlag, Taschenbuch, neu, Nachdruck.
Von Händler/Antiquariat, Ria Christie Collections [59718070], Uxbridge, United Kingdom.
PRINT ON DEMAND Book; New; Publication Year 2017; Fast Shipping from the UK. Books.
PRINT ON DEMAND Book; New; Publication Year 2017; Fast Shipping from the UK. Books.
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Pricing of Collateralized Over the Counter Derivatives (2020)
~EN PB NW RPISBN: 9783346224514 bzw. 3346224511, vermutlich in Englisch, 32 Seiten, GRIN Verlag GRIN Verlag, Taschenbuch, neu, Nachdruck.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, Moluna GmbH, [5901482].
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Academic Paper from the year 2020 in the subject Economics - Finance, grade: 10, language: English, abstract: This paper presents a new model for pricing over, 2020, Kartoniert / Broschiert, Neuware, Softcover, 62g, 32, Banküberweisung, PayPal.
Von Händler/Antiquariat, Moluna GmbH, [5901482].
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Academic Paper from the year 2020 in the subject Economics - Finance, grade: 10, language: English, abstract: This paper presents a new model for pricing over, 2020, Kartoniert / Broschiert, Neuware, Softcover, 62g, 32, Banküberweisung, PayPal.
5
Pricing of Collateralized Over the Counter Derivatives
~EN PB NWISBN: 3346224511 bzw. 9783346224514, vermutlich in Englisch, GRIN Verlag, Taschenbuch, neu.
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