Estimating Asset Correlation from CDS Spreads : An Analysis of the Hedge Effectiveness of FTD Baskets
Year of publication: |
2009
|
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Authors: | Friewald, Nils |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Hedging | Kreditderivat | Credit derivative | Korrelation | Correlation | Kreditrisiko | Credit risk |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 17, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1456387 [DOI] |
Classification: | C13 - Estimation ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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