A Pricing Model for Defaultable Securities with the Jump-Diffusion Leverage Ratio Process and Hull-White Interest Rate Model
碩士 === 國立臺灣大學 === 國際企業學研究所 === 100 === Researches on the structural pricing model are popular in decades. However, there are some restrictions in existed publishes. For the purpose of solving these problems, my study proposes a new model to calculate the price of the credit derivativ...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/32938205298808270591 |