Credit Derivatives-Valuation and Analysis of Basket Defult Swaps

碩士 === 東吳大學 === 經濟學系 === 94 === Credit derivatives are used to separate and transfer credit risks. They are mainly indicated to specific financial derivatives that take the credit condition of loans or bonds as reference assets. Because of a series of financial crisis and firm scandals resulting in...

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Bibliographic Details
Main Authors: HAO-SHENG HSU, 許豪陞
Other Authors: Da-Bai Shen
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/27285037510363269066

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