The Relationship between CAT Bond Spread and Catastrophe

碩士 === 國立交通大學 === 財務金融研究所 === 102 === Catastrophe bonds (CAT bonds) are one of the most important tools in transferring insurance risk to financial markets. This study uses the spread of CAT bond which is the difference between the yields of CAT bond coupon rate and LIBOR to represent the premium ca...

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Bibliographic Details
Main Authors: Chen, Yi-Chi, 陳奕錡
Other Authors: Yu, Min-Teh
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/69709767232368724585