Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment

碩士 === 國立清華大學 === 計量財務金融學系 === 106

Bibliographic Details
Main Authors:	Lee, Chen-Hsiu, 李承修
Other Authors:	Chung, Ching-Fan
Format:	Others
Language:	zh-TW
Published:	2018
Online Access:	http://ndltd.ncl.edu.tw/handle/qgxx9h

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spelling	ndltd-TW-106NTHU53040432019-07-04T05:59:48Z http://ndltd.ncl.edu.tw/handle/qgxx9h Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment 以雙向信用價值調整探討交易對手信用風險與錯向風險 Lee, Chen-Hsiu 李承修碩士國立清華大學計量財務金融學系 106 Chung, Ching-Fan 鍾經樊 2018 學位論文 ; thesis 44 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立清華大學 === 計量財務金融學系 === 106
author2	Chung, Ching-Fan
author_facet	Chung, Ching-Fan Lee, Chen-Hsiu 李承修
author	Lee, Chen-Hsiu 李承修
spellingShingle	Lee, Chen-Hsiu 李承修 Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
author_sort	Lee, Chen-Hsiu
title	Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
title_short	Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
title_full	Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
title_fullStr	Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
title_full_unstemmed	Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment
title_sort	study on counterparty risk and wrong way risk with bilateral credit valuation adjustment
publishDate	2018
url	http://ndltd.ncl.edu.tw/handle/qgxx9h
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Study on counterparty risk and wrong way risk with Bilateral Credit Valuation Adjustment

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