<t>I'm looking for papers (or books if there are any) on pricing cash CLOs (collateralized loan obligations). I've done a bit of digging myself and have found the following two:- A top-down model for cash CLO (Li and Zheng, 2010)- Pricing and hedging CLOs with implied factor models (Nedeljkovic et a...

<t>Hi everyone. Sorry for bringing up an old thread, but I'd like to hear what the general opinion is on this issue right now, a couple of years later.I am currently doing a BSc in industrial engineering and have just finished a BSc in economics (doing both degrees simultaneously, kind of). I've bee...