The Influence of The Default Correlation among Underlying Assets on The Default Risk of Credit Default Swap Index
碩士 === 國立高雄第一科技大學 === 金融所 === 98 === During the United States sub-prime crisis taking place in 2007, some financial innovatory products with good credit grade were downgraded severely. Credit rating organization and financial innovatory products were criticized. Some people thought the pricing model...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16234294042103889355 |