Showing 1 - 10 of 14,810
Persistent link: https://www.econbiz.de/10001553444
Persistent link: https://www.econbiz.de/10001658270
Persistent link: https://www.econbiz.de/10009660069
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both...
Persistent link: https://www.econbiz.de/10012397112
Persistent link: https://www.econbiz.de/10004688953
Persistent link: https://www.econbiz.de/10010511452
Persistent link: https://www.econbiz.de/10001657925