The Pricing and Hedging of Equity Collateralized Debt Obligations (ECDOs): Using an Autonomous Factor Copulae Model

碩士 === 國立政治大學 === 財務金融研究所 === 95 ===

Bibliographic Details
Main Authors: Jheng Wei,Jhou, 周政偉
Other Authors: Mi Hisu,Chiang
Format: Others
Language:en_US
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/48764929703115401135
Description
Summary:碩士 === 國立政治大學 === 財務金融研究所 === 95 ===