Pricing EDS Based on Merton Jump-diffusion Model
碩士 === 國立高雄第一科技大學 === 金融所 === 98 === In recent years, the emergence of credit derivative products has been developed as the result of the rapid development of derivative products. Among them, credit default swaps has the largest trading volume over the global market. The latest new product has been...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25040832566976195509 |