Underpricing Default Risk-Evidence from Mortgage Asset Backed Security Tranches

碩士 === 國立清華大學 === 計量財務金融學系 === 97 === Pricing financial derivates is viewed as one of the problems causing the subprime storm. With the domino effect, the fallout from the subprime mortgage crisis has been spreading across the globe rapidly. It might be likely that the panic results from being mises...

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Bibliographic Details
Main Authors: Chen, Wan-Yu, 陳琬愉
Other Authors: Lin, Che-Chun
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/30879582683378650478