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
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