Derivative pricing with liquidity risk Theory and evidence from the credit default swap market.

Derivative pricing with liquidity risk Theory and evidence from the credit default swap market.

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Journal of Finance V. 66, 1-6 (2011).
المؤلف الرئيسي: Bongaerts, Dion
التنسيق: مقال
اللغة:English
الموضوعات:
Equilibrium.
Risk aversion.
Credit default swaps.
Hedging.