STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS |
scientific article |
Statements
STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (English)
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10 June 2011
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static hedging
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default risk
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equity options
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defaultable bonds
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structural model
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intensity-based model
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