A new test of statistical arbitrage with applications to credit derivatives markets Sergio Mayordomo, Juan Ignacio Peña, Juan Romo
By: Mayordomo Gómez, Sergio.
Contributor(s): Peña Sánchez de Rivera, Juan Ignacio | Romo Urroz, Juan.
Material type: TextSeries: CNMV Documentos de trabajo ; 47.Publisher: [Madrid] Comisión Nacional del Mercado de Valores (CNMV) 2011Description: 49 p. 28 cm.Subject(s): CREDITO | CRISIS FINANCIERA | ARBITRAJE | RIESGOItem type | Current location | Home library | Call number | Status | Date due | Barcode |
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Libros | IEF | C 2045-35661 (Browse shelf) | Available | C 2045-35661 |
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Resumen. Conclusión. Bibliografía.
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