Two new equity default swaps with idiosyncratic risk
Zhaojun Yang, Chunhong Zhang (School of Finance and Statistics, Hunan University, Changsha, China)
| Year of publication: |
May 2015
|
|---|---|
| Authors: | Yang, Zhaojun ; Zhang, Chunhong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 37.2015, p. 254-273
|
| Subject: | Option-for-guarantee swap | Guarantee costs | Utility-based prices | Nash equilibrium | Swap | Risiko | Risk | Optionspreistheorie | Option pricing theory | Nash-Gleichgewicht | Risikoprämie | Risk premium | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2014.11.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011542095