Pricing the Synthetic CDOs for One Factor models in Laplace Distributions
碩士 === 國立政治大學 === 統計研究所 === 102
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ndltd-TW-102NCCU53370142016-08-14T04:10:20Z http://ndltd.ncl.edu.tw/handle/81690592312780341037 Pricing the Synthetic CDOs for One Factor models in Laplace Distributions 以單因子拉普拉斯關聯結構模型評價合成型抵押擔保債券憑證 黃信源 碩士 國立政治大學 統計研究所 102 劉惠美 學位論文 ; thesis 49 zh-TW |
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碩士 === 國立政治大學 === 統計研究所 === 102 |
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劉惠美 |
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劉惠美 黃信源 |
author |
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黃信源 Pricing the Synthetic CDOs for One Factor models in Laplace Distributions |
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黃信源 |
title |
Pricing the Synthetic CDOs for One Factor models in Laplace Distributions |
title_short |
Pricing the Synthetic CDOs for One Factor models in Laplace Distributions |
title_full |
Pricing the Synthetic CDOs for One Factor models in Laplace Distributions |
title_fullStr |
Pricing the Synthetic CDOs for One Factor models in Laplace Distributions |
title_full_unstemmed |
Pricing the Synthetic CDOs for One Factor models in Laplace Distributions |
title_sort |
pricing the synthetic cdos for one factor models in laplace distributions |
url |
http://ndltd.ncl.edu.tw/handle/81690592312780341037 |
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AT huángxìnyuán pricingthesyntheticcdosforonefactormodelsinlaplacedistributions AT huángxìnyuán yǐdānyīnzilāpǔlāsīguānliánjiégòumóxíngpíngjiàhéchéngxíngdǐyādānbǎozhàiquànpíngzhèng |
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1718375280431595520 |