Copied Pricing and Liquidity of Complex and Structured Derivatives
Pricing and Liquidity of Complex and Structured Derivatives
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 exchange-listed company, where option and CDS market data are available.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$39.99 | $39.99 |
|
$36.00 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
The Lakes of the Basin of Mexico
$139.99
Order of East Asia
$84.99
Grammars for Number Names
$109.99
Site-Specific Protein Labeling
$109.99
Alice Munro
$4.63
Gehirn und Auge
$59.99
Algebraic Curves
$79.99
Music in Contemporary French Cinema
$129.99
Auf der Suche nach der biologischen Zeit
$24.99
The Glaciers of Iceland
$179.99
Cyanobacteria for Bioremediation of Wastewaters
$109.99
Margaret Thatcher and Ronald Reagan
$39.99
Masculinities and the Nation in the Modern World
$54.99
Citizen-Centered Public Policy Making in Turkey
$109.00
Arbeitsrecht Band 2
$54.99
Behind the Iron Curtain
$179.99
Thermal Spray Fundamentals
$69.99
Der Internationale Handel
$49.99
Hollywoods Exploited
$54.99
Highly-Skilled Migration: Between Settlement and Mobility
$22.99
Advances in Swarm Intelligence
$39.99
Lineare numerische Analysis
$69.95
New Waves in Philosophy of Science
$109.99
Kooperation von Controllerbereich und externem Rechnungswesen
$59.99
Inbetriebnahme von Logistikzentren
$19.99
Participatory Citizenship and Crisis in Contemporary Brazil
$44.99
Diskurs und Materialitt
$49.99
Developments of International Trade Theory
$54.99
Pro ASP.NET C# 2008
$44.99
Klinische Replantationschirurgie
$69.99
MPEG-4 Beyond Conventional Video Coding
$19.99
Kritische Politikdidaktik
$59.99
Probability-2
$84.99
Numerical Modeling in Materials Science and Engineering
$199.99
The Effects of Bilingualism on Non-Linguistic Cognition
$49.99
Rechnergesttzte Informationssysteme
$69.99
New Vaccines and Chemotherapy
$129.00
Recent Advances in Mechanical Engineering
$279.99
New Methods of Celestial Mechanics
$449.99
Standort- und Belegungsplanung fr Maschinen in mehrstufigen Produktionsprozessen
$64.99
