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Pricing considerations of credit default swaps and credit spread options.

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University of Macedonia   

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Pricing considerations of credit default swaps and credit spread options.
Δασίλας, Απόστολος Θ.
Περιλαμβάνει βιβλιογραφικές αναφορές (σ. 193-194).
Περιλαμβάνει πίνακες.
Apostolos Dasilas
1. Introduction -- 2. Types of credit derivatives -- 3. Pricing of credit default swaps -- 4. Pricing of credit spread options -- 5. Concluding remarks.
Article
Text
Credit-linked notes
Credit derivatives
Total return swaps
Credit default swaps
Credit spread options
University of Macedonia
Psepheda - Digital Library and Institutional Repository
Ιδρυματικό Καταθετήριο/Institutional Repository
Δημοσιεύσεις Πανεπιστημίου Μακεδονίας / University of Macedonia Publications
Τιμητικός τόμος για τον ομότιμο καθηγητή Αριστοκλή Ιγνατιάδη
Τιμητικοί τόμοι / Dedicated volumes
English
2007
2014-12-01T20:51:15Z
http://dspace.lib.uom.gr/handle/2159/16633
Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών



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