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...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2005
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/58956621148870041959 |