Studies on a Credit Valuation Adjustment Model with Binomial Options Approach
碩士 === 國立東華大學 === 國際企業學系 === 101 === The thesis aims to study how financial institutions develop their credit valuation decision-making under the New Basel Capital Accord, Basel III, which promulgates the new requirement of allocated to various risky assets The thesis uses a R...
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| Format: | Others |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27437941542885237337 |