Pricing Equity Default Swaps

碩士 === 國立高雄第一科技大學 === 金融理財研究所 === 99 === In recent year, more and more attention have been paid to credit default risk. As a result the credit derivatives rapidly grow in volumes over the global market. Equity default swap (EDS) is one of the credit derivatives which first introduced in America in...

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Bibliographic Details
Main Authors: Yi-chun Liu, 劉怡君
Other Authors: Jun-Biao Lin
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/72486916981297457516