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Arbitrage free pricing
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Arbitrage-free survivor bonds market
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Longevity risks: modelling and financial engineering
Wang, Shaohui
-
2008
science are also analyzed. To evaluate and hedge the longevity riskson capital markets, we build up an
arbitrage-free
… financial market model including survivor bonds. Within an
arbitrage-free
financial market containing default-free zerocoupon …
Persistent link: https://www.econbiz.de/10009462190
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2
An investigation into the mechanics and pricing of credit derivatives
Eraman, Direen
-
2009
,
arbitrage
free
pricing, martingales, defaultprobabilities, survival probabilities, hazard rates and forward spreads …
Persistent link: https://www.econbiz.de/10009457847
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