Analysis of Two Methods of Systemic Risk Measurement Based on Option

Abstract : 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.
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Communication dans un congrès
Hongxiu Li; Matti Mäntymäki; Xianfeng Zhang. 13th Conference on e-Business, e-Services and e-Society (I3E), Nov 2014, Sanya, China. Springer, IFIP Advances in Information and Communication Technology, AICT-445, pp.346-357, 2014, Digital Services and Information Intelligence. 〈10.1007/978-3-662-45526-5_32〉
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Soumis le : mardi 5 juillet 2016 - 14:48:37
Dernière modification le : mercredi 6 juillet 2016 - 10:15:28

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Peng Wang, Mingjia Xie. Analysis of Two Methods of Systemic Risk Measurement Based on Option. Hongxiu Li; Matti Mäntymäki; Xianfeng Zhang. 13th Conference on e-Business, e-Services and e-Society (I3E), Nov 2014, Sanya, China. Springer, IFIP Advances in Information and Communication Technology, AICT-445, pp.346-357, 2014, Digital Services and Information Intelligence. 〈10.1007/978-3-662-45526-5_32〉. 〈hal-01342165〉

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