Evaluation of Collaterized Debt Obligations with Nested Archimedean Copulas and Stochastic Recovery Rate
碩士 === 國立東華大學 === 會計與財務碩士學位學程 === 99 === Asset securitization has become popular since U.S. completed the first deal in 1970. Among all the asset securitization, Collaterized Debt Obligations( CDOs ) grow rapidly and so does in Taiwan after the Act of Financial Assets Securitization in 2002. The mai...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27353950361418692560 |