A Nonparametric Approach to Pricing and Hedging MBS Via Kernel-Density Regression Model
碩士 === 國立中正大學 === 財務金融研究所 === 90 === The Financial Asset Securitization Law was just passed by Taiwan’s legislature in June, 2002. The law is expected to address stagnancy in Taiwan''s capital markets, it could potentially reinvigorate domestic banks by allowing their asset-backed loans to...
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| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34145936749136671434 |