Pricing kth-to-Default Swaps: Copula Methods
Credit derivatives are instruments that transfer the credit risk from one party to another one. The most common credit derivative is the single entity credit default swap (CDS).A basket default is similar to a single entity CDS except that the underlying obligation is a basket of entities rather tha...
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| Language: | 英文 |
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國立政治大學
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| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0094351030%22. |