A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
Year of publication: |
2023
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Authors: | Da Fonseca, José ; Gottschalk, Katrin |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Derivat | Derivative | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.4384567 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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