Evaluation of CDO, comparison of normal copula and t copula.
碩士 === 國立臺灣大學 === 經濟學研究所 === 92 === This thesis is going to give you a glance of collateral debt obligation (CDO), some credit derivative. In the following chapters, we will introduce you what CDO is, the evolution of CDO product, why CDO is popular nowadays, and how to evaluate CDO product. We comp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47851245598671934554 |