Pricing and liquidity of complex and structured derivatives. Deviation of a risk benchmark based on credit and option market data

DOI10.1007/978-3-319-45970-7zbMATH Open1402.91006OpenAlexW2522518491MaRDI QIDQ1625213

Matthias Schmidt

Publication date: 28 November 2018

Published in: SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-45970-7

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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