The Resource Toward a new framework and a better understanding of credit default swaps

Toward a new framework and a better understanding of credit default swaps

Label
Toward a new framework and a better understanding of credit default swaps
Title
Toward a new framework and a better understanding of credit default swaps
Creator
Subject
Language
eng
Summary
This article seeks to replace the customary definition of options in terms of the "rights" of the parties with a definition that better reflects the true economics of options. In finding that credit default swaps fit the current definition of options from a tax law perspective, this article describes why the open transaction method is most appropriate for "annuity-paid deep out-of-the-money derivative contracts"
Citation source
In: Derivatives and financial instruments. - Amsterdam. - Vol. 10 (2008),
http://library.link/vocab/creatorName
Brandes, A.J
Geographic coverage
North America
Language note
English
http://library.link/vocab/subjectName
  • credit derivative
  • option
Label
Toward a new framework and a better understanding of credit default swaps
Instantiates
Publication
Label
Toward a new framework and a better understanding of credit default swaps
Publication

Library Locations

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