Pricing Risky Bond Option When Option Writer's Credit Quality Displays Autocorrelation - The Case Study of Cosmos Bank
碩士 === 國立成功大學 === 經營管理碩士學位學程(AMBA) === 105 === The default risk is that the company or individual cannot pay the contractor or principal liability risk, which is one of the many risks of the bond option investment level, is nothing more than the most important risk. In this study, the default risk r...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43bz5h |