The Design and Valuation of Credit Default Swaps
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === We use actuarial method to find bond issuer’s default probability and recovery rate, owing to the lack of Taiwan bond market’s trading data, we adopt Moody’s research result of default probability and recovery rate in American bond market. We also use Black, D...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96783138466883003562 |