## Abstract This study analyzes bank margins in the German secondary market for exchangeβtraded structured financial products, with particular emphasis on the influence of banks' credit risk. A structural model allowing for the incorporation of correlation effects between market and credit risk is
β¦ LIBER β¦
Optimal deviations from marginal pricing in the oil products' market
β Scribed by Michel Strawczynski
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 447 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0140-9883
No coin nor oath required. For personal study only.
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