Mathias Schmidt: 2 books
Pricing and Liquidity of Complex and Structured Derivatives
Deviation of a Risk Benchmark Based on Credit and Option Market Data
Language: English
Release Date: October 31, 2016
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...
by Stephan Günzel, Franziska Kümmerling, Kurt Röttgers
Language: German
Release Date: October 1, 2013
Language: German
Release Date: October 1, 2013
Der Raum und das Verständnis des Raums sind als große neue Themen der Philosophie im Gespräch. Die damit zusammenhängenden Fragen gewinnen derart an Bedeutung, dass von einem ›spatial turn‹ der Wissenschaft gesprochen wird, in Entsprechung zum ›linguistic turn‹, der das Gesicht der Philosophie...