Synthetic options and implied volatility for the corporate bond market
Year of publication: |
2023
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Authors: | Chen, Steven Shu-Hsiu ; Doshi, Hitesh ; Seo, Sang Byung |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 58.2023, 3, p. 1295-1325
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Subject: | Unternehmensanleihe | Corporate bond | Optionsgeschäft | Option trading | Volatilität | Volatility | Rentenindex | Bond index | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk |
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