Evaluation of the Financial Derivative Risk from the Probability of Default Angle

被引：0

作者：

Ma Degong ^{[1
]}

Chen Yancun ^{[2
]}

Yang Wei ^{[2
]}

机构：

[1] Sichuan Univ, Financial Engn Dept, 24,S Sect 1,Yihuan Rd, Chengdu 610064, Sichuan, Peoples R China

[2] Sichuan Univ, Financial Dept, Chengdu, Sichuan, Peoples R China

来源：

2009 THIRD UKSIM EUROPEAN SYMPOSIUM ON COMPUTER MODELING AND SIMULATION (EMS 2009) | 2009年

关键词：

Financial Crisis; Financial Derivative; Financial Risk; Financial Supervision;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The over development and excessive use of financial derivatives is one of the most important reasons in the evolvement of this American financial crisis. The theory on the formation and accumulation of financial risks and their transformation into the financial crisis shows that the development and use of large number of derivatives increase the global liquidity rapidly, and lead to the excess of global liquidity. And while the sectional and visible risk was transferred and avoided, the total risks were accumulated speedily in geometric progression, and ultimately triggered American mortgage crisis. The result of our empirical analysis confirmed the above theoretical argument.

引用

页码：293 / +

页数：3

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