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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2018.
|
| Edition: | 1st ed. 2018. |
| Series: | BestMasters,
|
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
