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by silvione
July 17th, 2007, 11:32 am
Forum: General Forum
Topic: Partially Paid Notes
Replies: 0
Views: 68278

Partially Paid Notes

Does anyone could help me to find article or explain what kind of bond are Partially Paid Notes?Thanks
by silvione
September 23rd, 2005, 1:20 pm
Forum: Programming and Software Forum
Topic: Code In Modelling Derivatives in C++
Replies: 11
Views: 158413

Code In Modelling Derivatives in C++

I also have this trouble The CD doesn't work (the library "volatility.lib" is missing").I try changing quantlib 0.3.10, but it still doesn't work.Please help
by silvione
August 22nd, 2005, 7:16 am
Forum: General Forum
Topic: Securitisation Course
Replies: 1
Views: 138077

Securitisation Course

Anyon has already attended?
by silvione
August 19th, 2005, 9:29 am
Forum: General Forum
Topic: Securitisation Course
Replies: 1
Views: 138077

Securitisation Course

<t>I'm looking for any information regarding Euromoney Training Securitisation Course, London 27-30 set 05, and Vinod Kothari Workshop: Securitisation Structuring & Modelling Central London: Thursday 6th / Friday 7th October 2005, anyone has already attended one or both them?Any comment (what is...
by silvione
June 14th, 2005, 9:13 am
Forum: Technical Forum
Topic: Societe Generale's "Pricing CDOs with a smile" paper
Replies: 41
Views: 156548

Societe Generale's "Pricing CDOs with a smile" paper

Do you have also this article of SG?Juiy 2004 Pricing and hedging of correlation products
by silvione
June 14th, 2005, 9:13 am
Forum: Technical Forum
Topic: Societe Generale's "Pricing CDOs with a smile" paper
Replies: 41
Views: 156548

Societe Generale's "Pricing CDOs with a smile" paper

Do you have also this article of SG?Juiy 2004 Pricing and hedging of correlation products
by silvione
June 14th, 2005, 8:29 am
Forum: Technical Forum
Topic: Pricing and hedging of correlation products
Replies: 0
Views: 145736

Pricing and hedging of correlation products

Does anyone could send me this article of SG?
by silvione
April 12th, 2005, 8:52 am
Forum: Student Forum
Topic: Example CDO model sought
Replies: 6
Views: 154001

Example CDO model sought

I don't think you will find any useful replies and no any useful book on this topic, it is also difficult to find a good course on that try this link http://www.goCMO.com for a CMO
by silvione
April 1st, 2005, 7:58 am
Forum: General Forum
Topic: CDO collateral
Replies: 1
Views: 154597

CDO collateral

You can find a good replay in Global Cash Flow and Synthetic CDO criteria (S&P site) or in Moody's approach to rating synthetic CDO that you can read on your own
by silvione
March 11th, 2005, 1:08 pm
Forum: General Forum
Topic: Bloomberg ref
Replies: 6
Views: 157565

Bloomberg ref

eonia index gofor other rates try btmm go
by silvione
February 3rd, 2005, 10:01 am
Forum: General Forum
Topic: Basic question
Replies: 6
Views: 161726

Basic question

<r>try these sites:<URL url="http://www.washington.edu/computing/software/sitelicenses/spss/docs/RegressMods13.0.pdf"><LINK_TEXT text="http://www.washington.edu/computing/sof ... ds13.0.pdf">http://www.washington.edu/computing/software/sitelicenses/spss/docs/RegressMods13.0.pdf</LINK_TEXT></URL> or ...
by silvione
January 28th, 2005, 12:05 pm
Forum: General Forum
Topic: CDO Analytics Tools
Replies: 2
Views: 162384

CDO Analytics Tools

Fitch Vector Model and Moody's CDOROM
by silvione
January 27th, 2005, 10:22 am
Forum: General Forum
Topic: CDO Leverage
Replies: 10
Views: 164041

CDO Leverage

Cdo Evaluator and Fitch Vector Model are free, I'm looking for the cost of CDO analyzer
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