The Valuation of Credit Default Swap

碩士 === 國立臺北商業技術學院 === 商學研究所 === 94 === In recent year, more and more attention is being paid to credit default risk that the market for credit derivatives has expanded dramatically, and credit default swaps continued to be the most popular credit derivative product. The prices of bonds are used to c...

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Bibliographic Details
Main Authors: Mao-Ren Tu, 涂貿仁
Other Authors: Li-Chuan Chou
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/53644220211130536028