On the relative pricing of long-maturity index options and collateralized debt obligations
Year of publication: |
2013
|
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Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Yang, Fan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 67.2012, 6, p. 1983-2014
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Subject: | Index-Futures | Index futures | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities |
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