Trading co-movements information between credit default swaps, equities and equity options
The equity, equity derivatives and the credit derivatives markets are linked through some fundamental relationships and their respective prices co-move by reacting to company specific news. Whereas the markets have different pricing assumptions and methodologies, we will prove that they co-move in s...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10362/133494 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/133494 |