Valuation of Equity Default Swaps
碩士 === 國立中央大學 === 財務金融研究所 === 95 === Credit derivatives are rapidly growing in volumes over the global market. These instruments provide a solution to manage the credit risk and increase the liquidity of trading in credit risk. Equity default swap (EDS) is one of the credit derivatives which was fir...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49676912577295703001 |