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 ===
Main Authors: | Hsieh, Yi-Ting, 謝伊婷 |
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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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