Examining the Validity of Credit Ratings Assigned to Credit Derivatives

被引：0
|
作者：
Lee, Chih-Wei [1 ]
Kuo, Cheng-Kun [2 ]
机构：
[1] Natl Taipei Univ Business, Dept Finance, Taipei, Taiwan
[2] Natl Taiwan Univ, Dept Int Business, Taipei, Taiwan
来源：
GLOBAL CREDIT REVIEW | 2015年 / 5卷 / 01期
关键词：
Rating agency; assetbacked security (ABS); collateralized debt obligation (CDO); loss function;
D O I：
10.1142/S201049361550004X
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：49 / 58
页数：10
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