The Pricing of Collateralized Debt Obligation under Incomplete Information
碩士 === 國立交通大學 === 財務金融研究所 === 94 === The purpose of this study is to employ publicly available data to estimate the default probability and build credit spreads for various tranches of CDO considering default correlation. Because of limited data for credit ranking, small secondary market for bond tr...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/88041772650906887124 |