The Valuation and Comparison of Default Probability in the Taiwan Market-Use Multi-Period Structural and Reduced-Form Credit Risk Model

碩士 === 國立中興大學 === 財務金融系所 === 98 === Regarding to the global financial market blooming, derivative market starts getting multi-diversified. Since 2002, derivative products were able to trade in Taiwan; financial institutional investors could reduce the credit risk via the derivatives products in orde...

Full description

Bibliographic Details
Main Authors: Wei-Nian Tsai, 蔡濰年
Other Authors: Shih-Kuo Yeh
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/93605376009380479866