Pricing Credit-Linked Notes Issued by the Protection Buyer and an SPV

Chou-Wen Wang, Chia-Chien Chang. Pricing Credit-Linked Notes Issued by the Protection Buyer and an SPV. In Bin-Yih Liao, Jeng-Shyang Pan, Lakhmi C. Jain, Mark Liao, Hideki Noda, Anthony T. S. Ho, editors, 3rd International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2007), Kaohsiung, Taiwan, 26-28 November 2007, Proceedings. pages 549-552, IEEE, 2007. [doi]

Abstract

Abstract is missing.