Finanční analýza struktur CDO
This thesis deal with structured products which term is Collateralized Debt Obligations. Thesis describe mechanism, how this structures are working, pricing methods, which are using copula function and solve problems with choise of collateral pool, which substantially determine results of quantitati...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | Czech |
| Published: |
2007
|
| Online Access: | http://www.nusl.cz/ntk/nusl-289212 |