Pricing Credit Derivatives: Applying Default-Recovery Rate Model
碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === Credit derivative is a very new product, the property of which is to hedge the assets related to credit. It can be no only applied to banks’ loans but also used to manage foreign exchanges and oversea bonds while considering the country risk. Its use is very wi...
Main Authors: | , |
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Format: | Others |
Language: | zh-TW |
Published: |
2000
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Online Access: | http://ndltd.ncl.edu.tw/handle/56295910246803247781 |