Pricing And Hedging Credit Default Swaps With Stochastic Interest Rate
碩士 === 國立暨南國際大學 === 財務金融學系 === 100 === The purpose of this study is to explore effects of the stochastic interest rate in the credit default swap (CDS) market pricing and hedging strategies. In recent years, some empirical studies have found that a CDS valuation model only taking default risk in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19133934206835643195 |