Analysis of Two Methods of Systemic Risk Measurement Based on Option
Résumé
This paper makes a comparison and analysis about those two main systemic risk measurement methods based on option. Through the comparison and analysis in 5 aspects, more knowledge about each method can be discovered including its advantages and disadvantages. Some conclusions about extensions of credit risk measurement methods can also be included in this paper.
| Origine | Fichiers produits par l'(les) auteur(s) |
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