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...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2007
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| Online Access: | http://www.nusl.cz/ntk/nusl-289212 |
| Summary: | 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 quantitative analysis of this products. Finally are these methods and results of quantitative analysis applied to the fictive collateral pool. |
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