第四章通过数值计算实现CDO分券模拟价格,并对最终的结果进行了敏感性分析。
Chapter iv we numerically realize the prices of CDO tranches, and analysis the sensitivity based on result obtained.
在此基础上,得到了CD O资产池提前偿付分布和违约损失分布的计算方法和CDO分券层价差的半解析解。
On this basis, it derives the calculating method for the prepayment distribution and default loss distribution of CDO assets pool, and then gets the semi-analytical solution of CDO tranches 'spread.
这抵用券在我们的任一分支机构都可以使用。
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