结果:找到“credit spread”相关内容34个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
1990-2018上市公司控制变量数据
1 个回复 - 1209 次查看
Operating Cycle 运营周期
LT/TD 长期负债/总负债
ST/AT 短期负债/总负债
LT/AT 长期负债/总资产
LT/MVE 长期负债/总市值
ST/MVE 短期负债/总市值
LT/BE 长 ...
2021-12-18 10:51 - shenkaimuyang - 现金交易版
Option-Based Credit Spreads
1 个回复 - 501 次查看
【作者(必填)】Culp, Christopher L., Yoshio Nozawa, and Pietro Veronesi
【文题(必填)】Option-Based Credit Spreads
【年份(必填)】2018
【全文链接或数据库名称(选填)】期刊:American Economic Review ...
2019-1-8 09:45 - y77 - 求助成功区
credit spread option 到底怎么区分call和put啊
1 个回复 - 3006 次查看
A covered
credit spread call consists of which of the following positions? A long position in the underlying asset and: A. short in a
credit spread put. B. short in a
credit spread call. C. the purch ...
2015-3-31 23:20 - rzwd - Forum
object 'creditspreads' not found
1 个回复 - 2639 次查看
执行下面语句 时,报错
> matplot(x = Time, y =
creditspreads, type = 'l', xlab = 'Maturity', ylab = 'Credit
spreads', main = 'Term structure of
credit spreads in the Merton model')Error in as.matrix(y ...
2014-6-12 20:52 - kelsey66 - R语言论坛
不懂credit spread 求解
4 个回复 - 9354 次查看
A two-year zero-coupon bond issued by corporate XYZ is currently rated A. One year from
now XYZ is expected to remain at A with 85% probability, upgraded to AA with 5%
probability, and downgraded to ...
2014-5-3 21:38 - 甜蜜的草悠悠 - CFA、CVA、FRM等金融考证论坛
[感谢]Building Models For Credit Spreads
8 个回复 - 2014 次查看
<span class="Apple-style-span" style="word-spacing: 0px; font: normal normal normal 16px/normal simsun; text-transform: none; color: rgb(0, 0, 0); text-indent: 0px; white-space: normal; letter ...
2009-3-31 12:12 - summerye - 文献求助专区
[求助]arbitrage using credit spread options
4 个回复 - 3303 次查看
2007 Notes Credit Derivatives Topic 55 Page 154... if the strike
spreads in the put and call were 40 basis points above LIBOR, and the bond could be sold forward at a rate of 25 basis p ...
2008-8-18 11:36 - rn11 - Forum