期刊论文详细信息
Asian Economic and Financial Review | |
Analysis of the Contagion Effect to the Credit Derivative Valuation | |
Hsiang Hui Chu1  Yi Fang Chung1  | |
关键词: Basket credit linked note; Chain default; Contagion effect; Counterparty risk; Credit derivative valuation; Credit risk.; | |
DOI : 10.18488/journal.aefr/2016.6.10/102.10.571.582 | |
学科分类:社会科学、人文和艺术(综合) | |
来源: Asian Economic and Social Society | |