The Study of Credit Default Swaps Pricing Model

碩士 === 國立臺灣大學 === 國際企業學研究所 === 95 === Credit derivatives are a specific class of financial instruments that allow users to manage credit risk by isolating such risk from the underlying financial assets. Although small compared to other derivatives and securities markets, the credit derivatives marke...

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Bibliographic Details
Main Authors: Chian-Yun Li, 李倩芸
Other Authors: 洪茂蔚
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/18157635966275985152