https://scholars.lib.ntu.edu.tw/handle/123456789/459390
Title: | Combining hazard rates with the CreditGrades model: A hybrid method to value CDS contracts | Authors: | Lee, Chih-Wei CHENG-KUN KUO |
Issue Date: | 2015 | Journal Volume: | 2 | Journal Issue: | 4 | Source: | International Journal of Financial Engineering | URI: | https://scholars.lib.ntu.edu.tw/handle/123456789/459390 | ISSN: | 2424-7863 | DOI: | 10.1142/S2424786315500371 |
Appears in Collections: | 國際企業學系 |
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