同时还得到了含交易对手风险的信用违约期权的定价公式。

Finally, we provide a formula for credit option with counterparty risk.

youdao

信用衍生工具的主要品种有信用违约互换、总收益互换、信用违约期权、信用利差期权、信用联系票据。

There are many major credit derivatives types such as credit default swap, total return swap, credit default options, credit spread options and credit-linked note and so on.

youdao

信用衍生工具的主要品种有信用违约互换、总收益互换、信用违约期权、信用利差期权、信用联系票据。

There are many major credit derivatives types such as credit default swap, total return swap, credit default options, credit spread options and credit-linked note and so on.

youdao