An Algorithm with the Normal Inverse Gaussian for Evaluating Basket Credit Default Swaps
碩士 === 國立政治大學 === 統計研究所 === 101 === Recently, because of the prospered development of credit derivatives, the issues related to credit derivatives are more often discussed. The main purpose is to evaluate Basket Default Credit Swaps and estimate the probability of portfolio losses in the article. We...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/42365370332442348003 |