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

Bibliographic Details
Main Authors:	Shou Yi Wu, 吳守鎰
Other Authors:	Lin, Bing-Huei
Format:	Others
Language:	zh-TW
Published:	2007
Online Access:	http://ndltd.ncl.edu.tw/handle/ukb37q

id	ndltd-TW-095NTUS5304027
record_format	oai_dc
spelling	ndltd-TW-095NTUS53040272019-05-15T19:48:55Z http://ndltd.ncl.edu.tw/handle/ukb37q Valuation of synthetic CDO 合成式CDO避險成本合理性之評估 Shou Yi Wu 吳守鎰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 Lin, Bing-Huei 林丙輝 2007 學位論文 ; thesis 79 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	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
author2	Lin, Bing-Huei
author_facet	Lin, Bing-Huei Shou Yi Wu 吳守鎰
author	Shou Yi Wu 吳守鎰
spellingShingle	Shou Yi Wu 吳守鎰 Valuation of synthetic CDO
author_sort	Shou Yi Wu
title	Valuation of synthetic CDO
title_short	Valuation of synthetic CDO
title_full	Valuation of synthetic CDO
title_fullStr	Valuation of synthetic CDO
title_full_unstemmed	Valuation of synthetic CDO
title_sort	valuation of synthetic cdo
publishDate	2007
url	http://ndltd.ncl.edu.tw/handle/ukb37q
work_keys_str_mv	AT shouyiwu valuationofsyntheticcdo AT wúshǒuyì valuationofsyntheticcdo AT shouyiwu héchéngshìcdobìxiǎnchéngběnhélǐxìngzhīpínggū AT wúshǒuyì héchéngshìcdobìxiǎnchéngběnhélǐxìngzhīpínggū
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