Pricing the Synthetic CDOs
碩士 === 國立政治大學 === 統計研究所 === 100 === Based on the literature of discussing the approach for pricing synthetic CDOs, the most widely used methods used application of Large Homogeneous Portfolio (LHP) assumption of the one factor Gaussian copula model, however , it fails to fit the prices of synthetic...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/75395076761539561313 |