The Analysis of Credit Risk under the Barrier Option Framework-The Comparison between VG Process and NIG Process

Description

none

Links & Downloads

1. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0821111-040239

Tags

Barrier option

Credit risk

Implied default point

Levy process

Additional Fields

Identifer	oai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0821111-040239
Date	21 August 2011
Creators	Chen, Wei-ping
Contributors	none, none, none, none
Publisher	NSYSU
Source Sets	NSYSU Electronic Thesis and Dissertation Archive
Language	Cholon
Detected Language	English
Type	text
Format	application/pdf
Source	http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0821111-040239
Rights	user_define, Copyright information available at source archive