Hedging Systematic Credit Risk with Stock Index Futures
碩士 === 國立政治大學 === 金融學系 === 88 === Systematic credit risk is default risk, which is a problem any enterprises and banks may face. When the economy is in the downturn, enterprises or individuals may not afford to pay the principal and interests on time. At this moment, the probability of the occurrenc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78769327472339990587 |