Grüneburgplatz 1
Frankfurt am Main, 60323
Germany
University of Frankfurt
SSRN RANKINGS
in Total Papers Downloads
Credit Default Swaps, Capital Structure Arbitrage, Market Efficiency, Structural Credit Risk Pricing Models
Disclosure, Information enviornment, Liquidity, Liquidity risk, Volatility, Jump
Jump-Diffusion Model, Multi-Asset Derivatives, Exotic Derivatives
credit risk, structured products, ETN, ETF, CDS, behavioral
counterparty risk, structured products, cds, ETF, ETN