Das Buch ist derzeit nicht auf Lager
Parameter
Mehr zum Buch
The research introduces a novel model for valuing credit default swap (CDS) contracts, emphasizing the influence of multiple credit risks from the buyer, seller, and reference entity. It highlights the significant impact of default dependency on asset pricing, identifying correlated default risk as a major concern in financial markets. Additionally, the findings reveal that fully collateralized CDS contracts do not equate to risk-free instruments, as full collateralization fails to completely mitigate counterparty risk within the CDS market.
Buchkauf
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization, Alan White
- Sprache
- Erscheinungsdatum
- 2018
- product-detail.submit-box.info.binding
- (Paperback)
Wir benachrichtigen dich per E-Mail.
Lieferung
Zahlungsmethoden
Keiner hat bisher bewertet.