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Eckner, 2007 - Google Patents

Risk premia in structured credit derivatives

Eckner, 2007

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Document ID
4869130653478992305
Author
Eckner A
Publication year

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During the past couple of years much research effort has been devoted to explaining the spread of corporate bonds over Treasuries. On the other hand, relatively little is known about the spread components of structured credit products. This paper shows that such securities …
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    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025Credit processing or loan processing, e.g. risk analysis for mortgages
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    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q99/00Subject matter not provided for in other groups of this subclass

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