Improved algorithms for basket default swap valuation
碩士 === 國立政治大學 === 統計研究所 === 97 === Credit default swap (CDS) is the most popular in many kinds of credit derivatives, but number of obligor couldn’t be one always because of the expansions of financial market and contracts. CDS which has been contained more than one obligor is called basket default...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77378164175064605029 |