Comparison between different one-factor copula models of synthetic CDOs pricing
碩士 === 國立政治大學 === 統計研究所 === 101 === During the mid-1990s, credit-derivatives began to be popular and evolved into credit default swaps (CDS), collateralized debt obligation (CDO), and synthetic collateralized debt obligation (Synthetic CDO). Because of the feature of risk sharing, credit-derivatives...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/16588329481787423788 |