Gaussian Based VBA CDO Pricing model

stevekuhn · December 18th, 2006, 8:44 pm

Please also send to me:stevechina2005@yahoo.comThank you very much

robinmil · December 18th, 2006, 10:13 pm

Hi Macca - Can I pls get a copy of your model to saghtung@hotmail.com? Many thanks,

macca9 · December 18th, 2006, 11:00 pm

Wow, is everyone doing some CDO modelling over the Xmas break A while back I updated the model to improve the performance. If I use the Box-Muller transform to generate the random numbers, I can get 5,000 sims in 1 minute on my notebook.Has anyone got any comments on the model???

saurabhkaura · December 20th, 2006, 8:44 am

Please also send to me:saurabhkaura@gmail.comThank you very much

happypiggy · January 5th, 2007, 8:28 pm

would you please send me a copy as well.phoebexu2002@yahoo.comHappy new year and thanks very much

HPBarone · January 6th, 2007, 6:07 pm

Dear Mac,Could I receive your vba implementation at barone_henri_pierre@hotmail.comMany thanks.

ABU · January 10th, 2007, 1:23 pm

Hi Mac,is it possible to get the vba implementation as well.andreas.buttinger@erstebank.atThanks a lot!!!

rghiglia · January 10th, 2007, 7:31 pm

Hi Mac,Could you send me a version, too (rghigliaus@yahoo.com)?Thank you very much,Best,R.

macca9 · January 10th, 2007, 10:00 pm

I'm not going to be sending the model out to all and sundry from now onwards. I have sent it to all who have requested it thus far. I have appreciated all who have sent me materials in exchange for the model, and will continue to send the model to those who send me interest rate or credit derivative materials (or other quant finance models or materials not in the public domain) to macca9@bluebottle.com.

Michaelje · May 17th, 2007, 7:00 pm

Hi, I would gladly send you reserach in exchange for the model. Kindly let me know what you need. I have access to most Instutitional Websites.Thanks!!Mike

wongdavidk · May 21st, 2007, 1:04 pm

Please send me the CDO pricing model. Really appreciate it.wongdavidk@netscape.netThanks.

bigmagnet · June 8th, 2007, 11:20 am

Please send me the CDO pricing model, Ill swap you for a NTD model. contactdd247@gmail.com Thanks

iwga · June 12th, 2007, 6:21 pm

Could you please send me your CDO pricing model. THanks very much.huandwang@gmail.com

jwt · July 2nd, 2007, 7:54 pm

Hi Mac,Would you please also send me your CDO model? my email is jwtanbiz@yahoo.com.Thanks.Jie

danongohou · July 5th, 2007, 7:00 pm

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