A General Markov Chain Model with Stochastic Default Rate for Valuing Credit Risk Derivatives

碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 ===

Bibliographic Details
Main Authors: Po-Yuan Wang, 王柏元
Other Authors: Hsiaw-Chan Yeh
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/02303027787557966670