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CPDOs

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minded
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Joined: February 7th, 2006, 9:11 pm

CPDOs

June 16th, 2007, 2:20 pm

Dear all,I'm working on CPDOs lately and I have a problem with the calibration part... any ideas...?Thank you all (",)
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wim
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Joined: March 27th, 2003, 12:31 pm

CPDOs

June 24th, 2007, 7:48 am

A paper on CPPI and CPDO under jump models (including calibration)Let's Jump Together - Pricing of Credit Derivatives
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ReallyOld
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Joined: September 15th, 2002, 11:29 am

CPDOs

June 26th, 2007, 9:35 am

Interesting and well written! Many thanks for this.
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