Valuation of Differential Swaps under Interest Rate Jump Process and Credit Risk
碩士 === 國立清華大學 === 科技管理研究所 === 94 === Recently differential swaps have become a popular financial instrument because it could mitigate the exchange rate risk. Although the market of differential swaps develops quickly, there has been little literature on the valuation of differential swaps. According...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34025632037462648446 |