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College of Management / 管理學院
International Business / 國際企業學系
A Poisson Model with Common Shocks for CDO Valuation
Details
A Poisson Model with Common Shocks for CDO Valuation
Resource
The Journal of Fixed Income,72-81.
Journal
The Journal of Fixed Income
Pages
72-81
Date Issued
2004-12
Date
2004-12
Author(s)
Lee, C.
C. Kuo
J. Urrutia
DOI
10.3905/jfi.2004.461453
URI
http://ntur.lib.ntu.edu.tw//handle/246246/212762
Type
journal article