KBC Alternative Investment Management (B): Capital Structure Arbitrage
通常価格
¥1,188 JPY
通常価格
セール価格
¥1,188 JPY
単価
あたり
Case B: Based on a Merton-type structural model of credit risk, Steve Dash, a trader at KBC AIM, perceives that British Airways'CDS are mispriced relative to the company's share price. Steve has to figure out which trades to put on to exploit the potentia
【書誌情報】
ページ数:14ページ
サイズ:A4
商品番号:HBSP-INS639
発行日:2004/10/1
登録日:2015/3/27