Valuing CDOs of Equity Default Swaps

碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === The development of credit derivatives is an extension of two of the most significant developments of present times: Securitization and Derivatives. The latest development in structured credit is the Collateralized Debt Obligations (CDOs) of Equity Default Swaps...

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Bibliographic Details
Main Authors: Chien-Dai Yu, 余岍岱
Other Authors: Tsun-Siou Lee
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/67008186872424654223