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

Bibliographic Details
Main Author: 黃信源
Other Authors: 劉惠美
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/81690592312780341037
id ndltd-TW-102NCCU5337014
record_format oai_dc
spelling 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
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 統計研究所 === 102
author2 劉惠美
author_facet 劉惠美
黃信源
author 黃信源
spellingShingle 黃信源
Pricing the Synthetic CDOs for One Factor models in Laplace Distributions
author_sort 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
work_keys_str_mv AT huángxìnyuán pricingthesyntheticcdosforonefactormodelsinlaplacedistributions
AT huángxìnyuán yǐdānyīnzilāpǔlāsīguānliánjiégòumóxíngpíngjiàhéchéngxíngdǐyādānbǎozhàiquànpíngzhèng
_version_ 1718375280431595520