The Effects of Asset Correlation on CDO Tranches in Taiwan
碩士 === 國立臺灣大學 === 國際企業學研究所 === 95 === Recently the Collateralized Debt Obligations (CDO) started actively trading in Taiwan, exhibiting impressive growth over last few years. This paper presents the structure, rating methodologies and risks of CDO, especially focuses on the developing environments i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59911936055486614645 |