Credit Valuation Adjustment and Pricing for Zero-Coupon Bond with Random Recovery Rate
碩士 === 東吳大學 === 財務工程與精算數學系 === 100 === With the continuous development of financial markets, many financial institutions have complex transaction contract between each other, Lehman Brothers declared bankruptcy in 2008 and triggered a financial tsunami, led to many banks and insurance companies have...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22539450846662896411 |