Thanks a lot Lou and Trancheitup for you notes on the spreadsheet.

<t>Hello ! I am not a quant nor a developper. I just feel I gained some valuable knowledge Credit Derivqtives Pricing methids thanks to Andersen lectures notes, The Merrill Lynchderivatives handbooks and Galiani (2003). I would like to share this experience.here is My thesis : Pricing and Risk Analy...

<t>Hello ! I am not a quant nor a developper. I just feel I gained some valuable knowledge Credit Derivqtives Pricing methids thanks to Andersen lectures notes, The Merrill Lynchderivatives handbooks and Galiani (2003). I would like to share this experience.here is My thesis : Pricing and Risk Analy...

<t>Hello ! I am not a quant nor a developper. I just feel I gained some valuable knowledge Credit Derivqtives Pricing methids thanks to Andersen lectures notes, The Merrill Lynchderivatives handbooks and Galiani (2003). I would like to share this experience.here is My thesis : Pricing and Risk Analy...

<t>HI everybody, i am working on a homogenous case ( Synthetic CDO tranches).I have computed the Binopmial distribution from the Default probability usingthis function:BINOMDIST( Lower number of Default, Portfolio Size, Conditional Probability, False)this has been done for each Time and each firm.no...

<t>HI everybody, i am working on a homogenous case ( Synthetic CDO tranches).I have computed the Binopmial distribution from the Default probability usingthis function:BINOMDIST( Lower number of Default, Portfolio Size, Conditional Probability, False)this has been done for each Time and each firm.no...

<t>HI everybody, i am working on a homogenous case ( Synthetic CDO tranches).I have computed the Binopmial distribution from the Default probability usingthis function:BINOMDIST( Lower number of Default, Portfolio Size, Conditional Probability, False)this has been done for each Time and each firm.no...

<t>HI everybody, i am working on a homogenous case ( Synthetic CDO tranches).I have computed the Binopmial distribution from the Default probability usingthis function:BINOMDIST( Lower number of Default, Portfolio Size, Conditional Probability, False)this has been done for each Time and each firm.no...

still waiting your mail adress to sent you the spreadsheet

ok guys, I do not really know why the link is not available anymore.send me your email adress and I can show you the spreadsheet I donload weeks ago.danongohou@hotmail.com I think the author is Peter.

ok guys, I do not really know why the link is not available anymore.send me your email adress and I can show you the spreadsheet I donload weeks ago.danongohou@hotmail.com I think the author is Peter.

<r>hi guys this is the link from yomi for Gaussian copula modelhttp://<URL url="http://www.quantcode.com/modules/mydownloads/singlefile.php?cid=9&lid=87"><LINK_TEXT text="www.quantcode.com/modules/mydownloads/s ... d=9&lid=87">www.quantcode.com/modules/mydownloads/singlefile.php?cid=9&li...

hi stigko,please help me with your datas from bloomberg, i am also preparing my dissertation on synthetic CDOs pricing.my adress is: danongohou@hotmail.comthanks a lotDanon

hi mac please could you send me your model on CDOs?danongohou@hotmail.comcheers

Hi Sonyah,it would be interesting but I have never used Matlab. but I can use VBA .thanks