Valuation and Analysis of Inflation-Protected Collateralized Debt Obligations

碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 96 === As for Collateralized Debt Obligations (CDO), sponsors can early get their funds to invest. Also, they can diverge default risk. But for the investors who buy the tranches of CDO, they have to bear the default risk of an asset pool and inflation risk especia...

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Bibliographic Details
Main Authors: Hsing-Yu Peng, 彭星與
Other Authors: Fen-Ying Chen
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/959snn