Pricing of Credit Linked Notes

碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === In recent years, the asset value of investor shrink dramatically due to economic depression and the downgrading of corporation’s credit quality. Investors use credit derivatives to hedge their primitive asset’s credit risk, and also use credit derivatives to in...

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Bibliographic Details
Main Authors: shuen-chi Tasi, 蔡順吉
Other Authors: Yi-Jen Wang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/67504289242402550916