Valuation of synthetic CDO
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 95 === Keywords : synthetic CDO, CDS, factor Copulas model, implied correlation
| 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/ukb37q |