Vulnerable options, risky corporate bond, and credit spread
Year of publication: |
2001
|
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Authors: | Cao, Melanie ; Wei, Jason |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 4, p. 301-327
|
Subject: | Optionsgeschäft | Option trading | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Theorie | Theory |
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