Valuation of FX Derivatives with Counterparty Credit Risk
碩士 === 東吳大學 === 財務工程與精算數學系 === 103 === We discuss the importance of counter party risk via the international regulation standard. In addition, the foreign asset size of life insurers are over 15 trillions. It is important to hedge the currency risk via currency derivatives. We use forward contracts...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dgb56g |