Valuing Index Collateralized Debt Obligations Tranches－Using Implied Copula
碩士 === 國立交通大學 === 科技管理研究所 === 96 === Asset Securitization originated in the 1970’s. As Southeast Asia and Korea’s financial crises struck the financial market, financial institutions could not collect debts because of the credit defaults caused by the bankrupt companies, and therefore Credit Deriv...
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| Format: | Others |
| Language: | zh-TW |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88694551828005077899 |