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

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

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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
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spelling ndltd-TW-096NCCU52140152015-11-30T04:02:55Z http://ndltd.ncl.edu.tw/handle/07430944910304046083 On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm 複合型保護層信用擔保債權憑證之評價與風險分析：機率杓斗法則之延伸 Hsieh, Yi-Ting 謝伊婷 碩士 國立政治大學 金融研究所 96 江彌修 2008 學位論文 ; thesis 60 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 金融研究所 === 96 ===
author2 江彌修
author_facet 江彌修
Hsieh, Yi-Ting
謝伊婷
author Hsieh, Yi-Ting
謝伊婷
spellingShingle Hsieh, Yi-Ting
謝伊婷
On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm
author_sort Hsieh, Yi-Ting
title On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm
title_short On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm
title_full On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm
title_fullStr On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm
title_full_unstemmed On the valuation and risk characteristic of synthetic CDOs with compound protection layers: extending probability bucketing algrithm
title_sort on the valuation and risk characteristic of synthetic cdos with compound protection layers: extending probability bucketing algrithm
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/07430944910304046083
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AT xièyītíng onthevaluationandriskcharacteristicofsyntheticcdoswithcompoundprotectionlayersextendingprobabilitybucketingalgrithm
AT hsiehyiting fùhéxíngbǎohùcéngxìnyòngdānbǎozhàiquánpíngzhèngzhīpíngjiàyǔfēngxiǎnfēnxījīlǜbiāodòufǎzézhīyánshēn
AT xièyītíng fùhéxíngbǎohùcéngxìnyòngdānbǎozhàiquánpíngzhèngzhīpíngjiàyǔfēngxiǎnfēnxījīlǜbiāodòufǎzézhīyánshēn
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