Do Rare Events Explain Cdx Tranche Spreads?
Year of publication: |
2016
|
---|---|
Authors: | Seo, Sang Byung |
Other Persons: | Wachter, Jessica A. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Kreditderivat | Credit derivative | Ausreißer | Outliers | Optionspreistheorie | Option pricing theory | Finanzkrise | Financial crisis | Levy-Prozess | Levy process | Indexderivat | Index derivative |
Extent: | 1 Online-Ressource (78 p) |
---|---|
Series: | NBER Working Paper ; No. w22723 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2016 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Do rare events explain CDX tranche spreads?
Seo, Sang Byung, (2016)
-
Do rare events explain CDX tranche spreads?
Seo, Sang Byung, (2016)
-
Do Rare Events Explain CDX Tranche Spreads?
Seo, Sang Byung, (2020)
- More ...
-
Option Prices in a Model with Stochastic Disaster Risk
Wachter, Jessica A., (2013)
-
Do Rare Events Explain CDX Tranche Spreads?
SEO, SANG BYUNG, (2018)
-
Option prices in a model with stochastic disaster risk
Seo, Sang Byung, (2019)
- More ...