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- November 29th, 2006, 3:13 pm
- Forum: General Forum
- Topic: Gaussian Based VBA CDO Pricing model
- Replies: 116
- Views: 135751
Gaussian Based VBA CDO Pricing model
Even i require the CDO pricing model for my project..can anybody who has already got it mail me at rcjain@syr.edu...I will really appreciate your effort
- November 29th, 2006, 3:03 pm
- Forum: Programming and Software Forum
- Topic: QuantLib credit derivatives
- Replies: 7
- Views: 140501
QuantLib credit derivatives
I need a code for CDO for simulation purposes. Can u email it to me at rcjain@syr.edu