Applications of Probability Bucketing Approach in CDO Pricing
碩士 === 東吳大學 === 財務工程與精算數學系 === 98 === Credit derivatives develops by the credit risk has become the most important finance innovations in recent years. Among all of these, Collateralized Debt Obligation (CDO) is the most booming one from all products. Hull and White proposed the probability bucketin...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/68292921129502605939 |