Impact of Government Bonds Spreads on Credit Derivatives Analysis of Increasing Spreads Developments within the European Area /

Impact of Government Bonds Spreads on Credit Derivatives Analysis of Increasing Spreads Developments within the European Area /

Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the theoretical calculation. The...

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Bibliographic Details
Main Author: Berger, Verena Anna (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Gabler, 2018.
Edition:1st ed. 2018.
Series:BestMasters,
Subjects:
International finance.
Investment banking.
Securities.
International Finance.
Investments and Securities.
Online Access:Full Text via HEAL-Link

Internet

Full Text via HEAL-Link

ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

Holdings details from ΒΚΠ - Πατρα: BSC
Call Number: 330.01 BAU
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