Copule archimediane implicite nei dati di mercato
Approfondimenti. Derivati creditizi
Nell'ultimo decennio il mercato dei derivati su crediti ha registrato una crescita esplosiva, anche grazie all'impulso alla liquidità offerto dalle banche con la creazione e gestione di una serie di indici di credito, quali il CDX North America e l'iTraxx Europe. Oggi esiste tutta una serie di tranche di indici standardizzate, con livelli di subordinazione e spessore fissi, scambiate quotidianamente da broker e dealer sul mercato over-the-counter, mentre gli acquirenti e venditori di protezione
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