The Pricing Model of Bank Credit Risk Based on the Put Option | |
Liu Yanping; Tu Rong; Chi Guotai | |
2008 | |
会议名称 | International Conference on Management of Technology |
会议日期 | 2008-01-01 |
会议地点 | Taiyuan, PEOPLES R CHINA |
关键词 | credit risk pricing of credit risk put option |
页码 | 551-556 |
会议录 | International Conference on Management of Technology
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URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5608587 |
专题 | 大连理工大学 |
作者单位 | Dalian Univ Technol, Sch Management, Dalian 116023, Peoples R China. |
推荐引用方式 GB/T 7714 | Liu Yanping,Tu Rong,Chi Guotai. The Pricing Model of Bank Credit Risk Based on the Put Option[C]. 见:International Conference on Management of Technology. Taiyuan, PEOPLES R CHINA. 2008-01-01. |
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