The credit derivative market meltdown and what lesson we can learn : A case study of Abacus 2007-AC1
Credit derivative has become an important financial instrument in global financial market, it plays significant role in transferring credit risk. During the latest financial crisis, collapse of credit derivative market was a main reason led to this worldwide turmoil. In this thesis, I try to investi...
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| Format: | Others |
| Language: | English |
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KTH, Fastigheter och byggande
2011
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-50035 |