Partial hedging in credit markets with structured derivatives: a quantitative approach using put options

This study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic hedging tool. Inspired by the work of Merton (1974), our approach introduces the concept of default triggered by the stock...

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Bibliographic Details
Main Author: Constantin Siggelkow
Format: Article
Language:English
Published: Emerald Publishing 2024-11-01
Series:Seonmul yeongu
Subjects:
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JDQS-06-2024-0019/full/pdf
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