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- Title:
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Siggelkow, Constantin
- Journal title:
- Journal of Derivatives and Quantitative Studies
- Year:
- 2024
- Fulltext / DOI:
- doi:10.1108/jdqs-06-2024-0019
- Publisher:
- Emerald
- E-ISSN:
- 1229-988X2713-6647
- Date of publication:
- 21.10.2024
BibTeX
Occurrences:
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsProfessur für Risk and Insurance (Prof. Scherer)
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsLehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersSiggelkow, C.
- mediaTUM GesamtbestandHochschulbibliographie2024Schools und FakultätenTUM School of Computation, Information and TechnologyProfessur für Risk and Insurance (Prof. Scherer)