Application for Pricing Collateralized Debt Obligations with Copula Method

碩士 === 雲林科技大學 === 財務金融系碩士班 === 97 === Issuing collateralized debt obligations (CDOs) accelerates the liquidity of debt in the financial market. Financial institutions can efficiently manage debt and reduce the risks of assets by using CDO products. Meanwhile, CDO is another financial instrument for...

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Bibliographic Details
Main Authors: Jie-Lin Huang, 黃介琳
Other Authors: Shin-Hung Lin
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/10433919479231841564