PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE (Q5242956)
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scientific article; zbMATH DE number 7128192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE |
scientific article; zbMATH DE number 7128192 |
Statements
PRICING-HEDGING DUALITY FOR CREDIT DEFAULT SWAPS AND THE NEGATIVE BASIS ARBITRAGE (English)
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8 November 2019
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credit default swap
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negative basis
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bond-CDS basis
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pricing-hedging duality
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arbitrage
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