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by Inductor
June 21st, 2004, 10:44 pm
Forum: Technical Forum
Topic: Base Correlation Curve for CDO's
Replies: 198
Views: 243515

Base Correlation Curve for CDO's

<t>Hi, I am curious about the value of base correlation given that people in industry may not use a single-correlation number for pricing/hedging. In my view, base correlation is a better way to present correlation - in the limited one-factor world. As the JP article shows, while base correlation ca...
by Inductor
June 21st, 2004, 10:42 pm
Forum: Technical Forum
Topic: base correlation v.s. other matrix.
Replies: 0
Views: 186004

base correlation v.s. other matrix.