Pricing Credit Card Receivables-backed Securities With Hull-White Interest Rate Model

碩士 === 國立臺灣大學 === 國際企業學研究所 === 92 === The benefits of credit card receivables-backed securities include less legal constraints and simpler cash flow than other kinds of MBS; therefore, they’re easier to issue. For financial institutions, credit card ABS can reduce the costs of raising funds and impr...

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Bibliographic Details
Main Authors: Huan-Chao Lin, 林煥超
Other Authors: Mao-Wei Hung
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/08624738552087616029