What Drives the Price Convergence between Credit Default Swap and Put Option : New Evidence
Year of publication: |
2019
|
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Authors: | Chan, Ka Kei |
Other Persons: | Kolokolova, Olga (contributor) ; Lin, Ming-Tsung (contributor) ; Poon, Ser-Huang (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kreditderivat | Credit derivative | Derivat | Derivative | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (51 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 17, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3188892 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: | ECONIS - Online Catalogue of the ZBW |
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Price convergence between credit default swap and put option : new evidence
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Price convergence between credit default swap and put option : new evidence
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