Two Essays on Credit Default Swaps

博士 === 國立政治大學 === 財務管理研究所 === 94 === The development of credit derivatives in the past decade has brought about pronounced innovations in the markets. To reflect dramatic demand in managing credit risk, this thesis dedicates to the empirical world of credit derivatives markets. We especially focus o...

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Bibliographic Details
Main Authors: Chen,Yi-Hsuan, 陳怡璇
Other Authors: Tu, Anthony H.
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/26223869013139352247