Collateralized Debt Obligation Valuation and Analysis — Comparison of the Conditional Probability Method and the Monte Carlo Simulation Method
碩士 === 開南大學 === 財務金融學系 === 98 === Hull and White (2004) proposed conditional probability method to valuate the CDO (Collateralized Debt Obligation), this does not require large amounts of data using the simulation method. Although for the valuation of collateralized debt obligations have a lot of co...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93286505230040324843 |