Volatility dependent structured products
Year of publication: |
2021
|
---|---|
Authors: | Dyachenko, Artem ; Farkas, Walter ; Rieger, Marc Oliver |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 30.2021, 2, p. 53-60
|
Subject: | Asset-backed securities | real assets/alternative investments/private equity | CLOs | CDOs | and other structured credit | analysis of individual factors/risk premia | derivatives | Derivat | Derivative | Asset-Backed Securities | Volatilität | Volatility | Kreditderivat | Credit derivative | Verbriefung | Securitization | Strukturiertes Produkt | Structured product |
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