Measuring sovereign risk with contingent claims analysis: The empirical evidence in southeast Asia credit markets
41
lượt xem 2
download
lượt xem 2
download
Download
Vui lòng tải xuống để xem tài liệu đầy đủ
Measuring sovereign risk with contingent claims analysis: The empirical evidence in southeast Asia credit markets. This paper focuses on examining the degree to which the Contingent Claims Analysis is useful for Southeast Asia markets. Such a framework is initially developed for analyzing corporate sector default based on the theory of Black-Scholes options pricing.
Chủ đề:
Bình luận(0) Đăng nhập để gửi bình luận!
CÓ THỂ BẠN MUỐN DOWNLOAD