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by mencey
December 3rd, 2002, 9:07 am
Forum: Student Forum
Topic: Credit Option Adjusted Spreads
Replies: 2
Views: 189506

Credit Option Adjusted Spreads

<r>Information on structural models (Merton)If you have access to MSDW research there is a paper "Corporate Credit Insights" october 2002 where different approaches to credit valuation are explainedOther source <URL url="http://www.creditgrades.com/resources/resourcesFabozzi">www.creditgrades.com/re...
by mencey
November 29th, 2002, 1:35 pm
Forum: General Forum
Topic: On correlation and Stock Pair Trades
Replies: 4
Views: 189705

On correlation and Stock Pair Trades

Thanks 2 both,..... any good book about copula?
by mencey
November 21st, 2002, 10:41 am
Forum: General Forum
Topic: On correlation and Stock Pair Trades
Replies: 4
Views: 189705

On correlation and Stock Pair Trades

<t>I would like some guidance in Stock Pair Trades, any website or idiot's guide?Nevertheless some questions arise regarding correlation:A) Correlation measure the LINEAR correlation between variables, so what when the relationship is non-linear?B) What when the relationship is not symetric?C) What ...
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