RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES

Master's

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Bibliographic Details
Main Author:	MA LANFANG
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	integrated risk;dynamic multi-period model;parameter analysis; CDO tranches;VaR;Average VaR
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/17683
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-176832017-10-21T06:14:13Z RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES MA LANFANG MATHEMATICS TAN HWEE HUAT NG KAH HWA integrated risk;dynamic multi-period model;parameter analysis; CDO tranches;VaR;Average VaR Master's MASTER OF SCIENCE 2010-07-15T18:00:42Z 2010-07-15T18:00:42Z 2008-01-22 Thesis MA LANFANG (2008-01-22). RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/17683 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	integrated risk;dynamic multi-period model;parameter analysis; CDO tranches;VaR;Average VaR
spellingShingle	integrated risk;dynamic multi-period model;parameter analysis; CDO tranches;VaR;Average VaR MA LANFANG RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS MA LANFANG
format	Theses and Dissertations
author	MA LANFANG
author_sort	MA LANFANG
title	RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES
title_short	RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES
title_full	RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES
title_fullStr	RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES
title_full_unstemmed	RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES
title_sort	risk measurement for portfolios and cdo tranches
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/17683
_version_	1681079511743987712

RISK MEASUREMENT FOR PORTFOLIOS AND CDO TRANCHES

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