An implied volatility model determined by credit default swaps
Pascal Heider
| Year of publication: |
2012
|
|---|---|
| Authors: | Heider, Pascal |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 7, p. 1-21
|
| Subject: | Implied volatility model | CDS spreads | stock options | finite elements | calibration | Volatilität | Volatility | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Aktienoption | Stock option | Kreditversicherung | Credit insurance | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009685890