The study of credit default swap pricing-The application of Hull-White model and KMV model
碩士 === 國立中興大學 === 財務金融系所 === 99 === The credit risk did not be concerned with investor before 1990. However, there are many companies have raised the credit crisis and bankruptcy since 1990. These events have also been occurred in Taiwan. Therefore, the measurement and monitoring of the credit risk...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11435353157751612101 |