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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.
Cited literature [8 references]
https://hal.inria.fr/hal-01342165
Contributor : Hal Ifip <>
Submitted on : Tuesday, July 5, 2016 - 2:48:37 PM
Last modification on : Wednesday, July 6, 2016 - 10:15:28 AM
Contributor : Hal Ifip <>
Submitted on : Tuesday, July 5, 2016 - 2:48:37 PM
Last modification on : Wednesday, July 6, 2016 - 10:15:28 AM
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978-3-662-45526-5_32_Chapter.p...
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Distributed under a Creative Commons Attribution 4.0 International License