Measure Sovereign Risk of Zero External Debt Country by Using Option Pricing Model
碩士 === 國立中興大學 === 財務金融系所 === 97 === The assessment of sovereign risk is of crucial important for international lenders and investors, Gray , Merton and Bodie (2007) measure sovereign risk based on the theory and practice of modern contingent claims analysis, but their model is not suitable for zero...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/16748874203957737825 |