Pricing Collateralized Debt Obligations– Copula Model and Sensitivity Analysis
碩士 === 東吳大學 === 財務工程與精算數學系 === 99 === Due to its versatility, collateralized debt obligation (CDO) products have gained its notorious popularity in the market. One important issue of CDO products is on the effectiveness of its credit risk management. Due to its structural characteristic of the asset...
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| Format: | Others |
| Language: | zh-TW |
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2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/24499533094209894267 |