Arbitrage Opportunities in CDS Term Structure : Theory and Implications for OTC Derivatives
Year of publication: |
2018
|
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Authors: | Brummelhuis, Raymond |
Other Persons: | Luo, Zhongmin (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Arbitrage | Zinsstruktur | Yield curve | Theorie | Theory | Kreditderivat | Credit derivative | OTC-Handel | OTC market | Derivat | Derivative |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 19, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3282399 [DOI] |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; C45 - Neural Networks and Related Topics ; c55 ; c58 ; C63 - Computational Techniques ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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