Browsing Electronic Theses and Dissertations (ETD) by Author "Teixeira, Paul"

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Browsing Electronic Theses and Dissertations (ETD) by Author "Teixeira, Paul"

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  • Teixeira, Paul (2008-06-30)
    Equity and credit markets are often treated as independent markets. In this dissertation our objec- tive is to hedge a position in a credit default swap with either shares or share options. Structural models enable us ...

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