Téléchargez le livre : Impact of Government Bonds Spreads on Credit Derivatives

Impact of Government Bonds Spreads on Credit Derivatives

Analysis of Increasing Spreads Developments within the European Area

de

Éditeur :

Springer Gabler


Collection :

BestMasters

Paru le : 2017-11-30



eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
52,74 €
Téléchargement immédiat
Dès validation de votre commande
Ajouter à ma liste d'envies
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the theoretical calculation. The main findings which are calculated by using the Fontana-Scheicher model show that a negative impact on credit default swap spreads is observed based on the analysed data. However, there is high variation between the analysed countries so that a country-specific evaluation instead of a general review is recommended by the author.
Pages
85 pages
Collection
BestMasters
Parution
2017-11-30
Marque
Springer Gabler
EAN papier
9783658202187
EAN PDF
9783658202194
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
8
Taille du fichier
1178 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
52,74 €

Suggestions personnalisées