A note on credit spread forwards
Year of publication: |
2016
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Authors: | Hertrich, Markus |
Published in: |
Journal of advanced studies in finance : JASF. - Craiova : ASERS Publ., ISSN 2068-8393, ZDB-ID 2613863-3. - Vol. 7.2016, 1/13, p. 77-78
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Subject: | academic education | banking | credit derivative | credit spread forward | financial institutions management | hedging | Theorie | Theory | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Derivat | Derivative | Hedging | Risikoprämie | Risk premium | Kredit | Credit | Kreditgeschäft | Bank lending |
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