Convexity in the Oil-CDS Relationship and Synthetic Option Creation
| Year of publication: |
2011
|
|---|---|
| Authors: | Kadish, Peter |
| Publisher: |
[2011]: [S.l.] : SSRN |
| Description of contents: |
Due to the convex relationship between oil and CDS, it is possible to generate new synthetic instrument
|
freely available
| Extent: | 1 Online-Ressource (9 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 22, 2010 erstellt |
| Other identifiers: | 10.2139/ssrn.1680817 [DOI] |
| Classification: | G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013132901