The Correlation Impact of Underlying on Prices of Synthetic Collateralized Debt Obligations and Basket Default Swaps

碩士 === 國立中央大學 === 財務金融研究所 === 93 === We analyzed the pricing of the Synthetic Collateralized Debt Obligations (synthetic CDOs) and Basket Default Swaps (BDSs) with different correction by using Statistical techniques in this paper. Copula function is a good way in present survival analysis method be...

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Bibliographic Details
Main Authors: Kai-Chen Shih, 施凱程
Other Authors: Meng-Lan Yueh
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/58956621148870041959