Valuation of Collateralized Debt Obligations

博士 === 淡江大學 === 管理科學研究所博士班 === 96 === After 2002, many originators turn to consider various bespoke tranches of other CDOs (including standardized contract of CDS Index) as underlying of collateral for both raising the return of its tranches and diversifying underlying of its collateral. The type of...

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Bibliographic Details
Main Authors: Fu-Ching Lee, 李福慶
Other Authors: Szu-Lang Liao
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/01527688689619846985