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...

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Bibliographic Details
Main Authors: Chung-Fan Wu, 吳忠凡
Other Authors: Yi-ping Chang
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/22539450846662896411