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Does the introduction of one derivative affect another derivative? The effect of credit default swaps trading on equity options

机译：一种衍生物的引入会影响另一种衍生物吗？信用违约掉期交易对股票期权的影响

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School of Accounting and Finance

机译：会计与金融学院

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Cao J; Jin Y; Pearson ND; Tang YD;
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年度 2016
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正文语种 eng
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专利

1. Treating Uncertainty as Risk: The Credit Default Swap and the Paradox of Derivatives [J] . Christopher Brown, Cheng Hao Journal of economic issues . 2012,第2期

机译：将不确定性视为风险：信用违约互换和衍生品悖论
2. Pricing weather derivatives for the Chardonnay cultivar in Wellington using a credit default swap methodology. [J] . Holemans N., Vuuren G. van, Styger P. Agrekon . 2011,第4期

机译：使用信用违约掉期方法为惠灵顿霞多丽品种的天气衍生物定价。
3. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market [J] . DION BONGAERTS, FRANK DE JONG, JOOST DRIESSEN Journal of Finance . 2011,第1期

机译：具有流动性风险的衍生定价：信用违约掉期市场的理论和证据
4. A Tree Model for Pricing Credit Default Swaps with Equity, Market and Default Risk [C] . Xu, Ruxing, Li, Shenghong International Conference on Management and Service Science;MASS 2009 . 2009

机译：具有股票，市场和违约风险的信用违约掉期定价树模型
5. Essays on financial derivatives: Essay One. Predicting future volatility in currency options market. Essay Two. Calibration of Heston's model in currency options market. Essay Three. Pricing European options and calibration in equity -linked derivatives market. [D] . Murat, Atilim. 2007

机译：关于金融衍生工具的论文：论文一。预测货币期权市场的未来波动。论文二。在货币期权市场中对Heston模型的校准。论文三。股票期权衍生品市场中的欧洲期权定价和校准。
6. Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work? [O] . Sorin Gabriel Anton, Anca Elena Afloarei Nucu 2020

机译：中央和东欧国家的主权信用违约互换和股票市场：在工作中是反馈效果吗？
7. EQUITY OPTIONS, CREDIT DEFAULT SWAPS AND LEVERAGE: A SIMPLE STOCHASTIC-VOLATILITY MODEL FOR EQUITY AND CREDIT DERIVATIVES [O] . Gaia Barone, Luiss Guido Carli 2014

机译：股权期权，信贷违约交换和杠杆：股票和信贷衍生品的简单随机 - 波动率模型

Does the introduction of one derivative affect another derivative? The effect of credit default swaps trading on equity options

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