Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data
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 Mar, Download PDF file of Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data, Published originally in 2016. This PDF file has 125 Pages pages and the PDF file size is 2.08 MB. The PDF file is written in English, Categorized in . As of 30 July 2025, this page has been bookmarked by 18,616 people. Now You Can Download "Pricing and Liquidity of Complex and Structured Derivatives: Deviation of a Risk Benchmark Based on Credit and Option Market Data Book" as PDF or You Can See Preview By Clicking Below Button.
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