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Sounds interesting, could I have a copy too. Thanks girishnarula@yahoo.com

Any pointers/papers on how to model and calibrate multi-maturity CDO's? ...structure with underlying assets having different tenors e.g. 7 yr CDO with assets of 4,5 & 7 yr maturity, giving greater flexibility to the CDO manager.any help will be appreciated. thanks

<t>I am trying to understand the impact of substitution vis-a-vis default in a manged CDO, any help on the below questions will be very helpful.(I am a new to these concepts so will appreciate any links to documents/papers on mechanism of managed CDO's)1. How do I price the net Loss/Gain due to a su...

Hi Can someone please email me a copy of the model at bluegn@gmail.comThanks

<t>can anyone share views on risk management on exotic rates in a large IB (reviewing reports/risk manager kind of middle office role) vis-a-vis a quant portfolio analyst role in a small bank (sitting alongside the portfolio manager in FO)?I would appreciate views from someone who has worked closely...

Could you please share if you find any pointers to do this? Many thanks