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상관계수에 대한 CBO tranche 신용등급의 민감도 분석

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Authors
홍진희
Advisor
안동현
Issue Date
2010
Publisher
서울대학교 대학원
Keywords
CDOCDOCBOCBO trancheKtD swapKtD swap신용등급Inter-industry correlation민감도분석default correlation상관계수credit rating
Description
학위논문(석사) --서울대학교 대학원 :경제학부(경제학전공),2010.2.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000032931

https://hdl.handle.net/10371/65407
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College of Social Sciences (사회과학대학)Dept. of Economics (경제학부)Theses (Master's Degree_경제학부)
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