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상관계수에 대한 CBO tranche 신용등급의 민감도 분석
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- Authors
- Advisor
- 안동현
- Issue Date
- 2010
- Publisher
- 서울대학교 대학원
- Keywords
- CDO ; CDO ; CBO ; CBO tranche ; KtD swap ; KtD swap ; 신용등급 ; Inter-industry correlation ; 민감도분석 ; default correlation ; 상관계수 ; credit 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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