An Investigation of Synthetic Collateralized Debt Obligations─Diversity Score and Tranching

碩士 === 國立中央大學 === 財務金融研究所 === 91 === The purpose of this article is to describe the structuring process of Synthetic Collateralized Debt Obligations (synthetic CDOs) and diversity score effect. We first introduce the evolution of synthetic CDOs and their growth. Following this, we have a short discu...

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Bibliographic Details
Main Authors: Ti-Jen Tsao, 曹體仁
Other Authors: Gang Shyy
Format: Others
Language:en_US
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/88973114872102380104