Modelling the bid and ask prices of illiquid CDSs
Year of publication: |
2012
|
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Authors: | Walker, Michael B. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 6, p. 1-37
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Subject: | Credit defaults swaps | CDSs | hedging | valuation | incomplete markets | Theorie | Theory | Kreditderivat | Credit derivative | Unvollkommener Markt | Incomplete market | Hedging | Derivat | Derivative | Kreditrisiko | Credit risk | Swap |
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