股權擔保債權憑證之研究:因子模型的延伸

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Bibliographic Details
Main Authors:	周政偉, Jheng Wei,Jhou
Language:	英文
Published:	國立政治大學
Subjects:	無
Online Access:	http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0094352012%22.

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spelling	ndltd-CHENGCHI-G00943520122013-01-07T19:31:12Z 股權擔保債權憑證之研究:因子模型的延伸 The Pricing and Hedging of Equity Collateralized Debt Obligations (ECDOs): Using an Autonomous Factor Copulae Model 周政偉 Jheng Wei,Jhou 無無國立政治大學 http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0094352012%22. text 英文 Copyright © nccu library on behalf of the copyright holders
collection	NDLTD
language	英文
sources	NDLTD
topic	無
spellingShingle	無周政偉 Jheng Wei,Jhou 股權擔保債權憑證之研究:因子模型的延伸
description	無
author	周政偉 Jheng Wei,Jhou
author_facet	周政偉 Jheng Wei,Jhou
author_sort	周政偉
title	股權擔保債權憑證之研究:因子模型的延伸
title_short	股權擔保債權憑證之研究:因子模型的延伸
title_full	股權擔保債權憑證之研究:因子模型的延伸
title_fullStr	股權擔保債權憑證之研究:因子模型的延伸
title_full_unstemmed	股權擔保債權憑證之研究:因子模型的延伸
title_sort	股權擔保債權憑證之研究:因子模型的延伸
publisher	國立政治大學
url	http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0094352012%22.
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股權擔保債權憑證之研究:因子模型的延伸

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