Pricing considerations of credit default swaps and credit spread options.

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University of Macedonia

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Title

Pricing considerations of credit default swaps and credit spread options. (EN)

Creator

Δασίλας, Απόστολος Θ. (EL)

Type

Article (EN)

Text (EN)

Partial document
Publication in journal (EN)

Article
Scientific article (EN)

Issued

2014-12-01T20:51:15Z

2007 (EL)

Year

2007 (EN)

Description

Περιλαμβάνει βιβλιογραφικές αναφορές (σ. 193-194). (EL)

Περιλαμβάνει πίνακες. (EL)

Made available in DSpace on 2014-12-01T20:51:15Z (GMT). No. of bitstreams: 1 InfoArticle.txt: 308 bytes, checksum: 6e739e6e11f3a46da7688cab4713f82f (MD5) Previous issue date: 2007 (EN)

Apostolos Dasilas (EN)

1. Introduction -- 2. Types of credit derivatives -- 3. Pricing of credit default swaps -- 4. Pricing of credit spread options -- 5. Concluding remarks. (EN)

Submitted by Argyro Papoulia ([email protected]) on 2014-12-01T20:51:14Z No. of bitstreams: 1 InfoArticle.txt: 308 bytes, checksum: 6e739e6e11f3a46da7688cab4713f82f (MD5) (EN)

Scientific field

Credit-linked notes (EN)

Credit derivatives (EN)

Total return swaps (EN)

Credit default swaps (EN)

Credit spread options (EN)

Publisher

Πανεπιστήμιο Μακεδονίας Οικονομικών και Κοινωνικών Επιστημών (EL)

Provider

University of Macedonia

Repository / collection

Psepheda - Digital Library and Institutional Repository