Quantitative Credit Portfolio Management (Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk) || Hedging the Market Risk in Pairs Trades
Dor, Arik Ben, Dynkin, Lev, Hyman, Jay, Phelps, Bruce D.Volume:
10.1002/97
Year:
2012
DOI:
10.1002/9781119202851.ch8
File:
PDF, 126 KB
2012