On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm

碩士 === 國立政治大學 === 金融研究所 === 96 ===

Bibliographic Details
Main Authors: Hsieh, Yi-Ting, 謝伊婷
Other Authors: 江彌修
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/07430944910304046083