Impact of Closeout on Credit Valuation Adjustment and Pricing for Financial Instruments with Bilateral Counterparty Credit Risk
碩士 === 東吳大學 === 財務工程與精算數學系 === 100 === Under the report of Basel Committee on Banking Supervision in 2011,the counterparty credit risk (CCR) has been paid much attention because CCR resulted in roughly two-thirds of losses in financial crisis.In order to compensate for CCR,pricing for financial inst...
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| Format: | Others |
| Language: | zh-TW |
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2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82917545877098096185 |