Credit default swaps and equity prices : the iTraxx CDS index market
Hans Byström
| Year of publication: |
2008
|
|---|---|
| Authors: | Byström, Hans |
| Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 69-83
|
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Swap | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003718323