Pricing Equity Default Swaps
碩士 === 國立高雄第一科技大學 === 金融理財研究所 === 99 === In recent year, more and more attention have been paid to credit default risk. As a result the credit derivatives rapidly grow in volumes over the global market. Equity default swap (EDS) is one of the credit derivatives which first introduced in America in...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/72486916981297457516 |