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Can I read Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data (SpringerBriefs in Finance) on EtoBox?

Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data (SpringerBriefs in Finance) by Mathias Schmidt (auth.) is a business book available to read on EtoBox.

What is Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data (SpringerBriefs in Finance) about?

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 markets to get a time-depending share price, at which the markets believe the underlying will default. By means of credit default swaps (CDS) and option pricing methods, the SOD is determined for any exchang

Who reads Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data (SpringerBriefs in Finance)?

It is typically read by working professionals who need an authoritative practice reference.

Common subject areas: medicine, law, business, engineering.

Author
Mathias Schmidt (auth.)
Publisher
Springer International Publishing : Imprint : Springer
Published
2016
Language
EN
ISBN
9783319459691
Category
business
Subjects
Business, Finance, Engineering
Updated
2026-03-25

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