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：

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

页码：49 / 58

页数：10

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