Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy |
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Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (English)
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17 February 2023
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cointegration
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credit default swap
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arbitrage-free pricing
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pairs trading strategy
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ODE-based Bayesian inference
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Hamiltonian Monte Carlo
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