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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/93605376009380479866 |