Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market∗ Dion Bongaerts† Frank de Jong‡

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Date: 2013-12-30 13:32:15 Financial markets Financial risk Mathematical finance United States housing bubble Liquidity risk Stock market Hedge fund Capital asset pricing model Credit default swap Financial economics Finance Investment		Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market∗ Dion Bongaerts† Frank de Jong‡ Add to Reading List Source URL: www.inquire-europe.org Download Document from Source Website File Size: 346,94 KB Share Document on Facebook

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