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cash CDO

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daerbao
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Joined: September 5th, 2006, 12:25 pm

cash CDO

August 8th, 2007, 7:21 pm

Is any one can help me to find some materials which are related to "cash CDO tranch pricing"? Thanks a lot!
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daerbao
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Joined: September 5th, 2006, 12:25 pm

cash CDO

August 8th, 2007, 8:50 pm

nobody can help me?Since All the paper talk about synthetic CDO, Iam wondering how to dicsount cash CDO (waterfall)? Real measure or risk neutral measure?
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mikebuaa
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Joined: May 4th, 2007, 2:52 pm

cash CDO

August 20th, 2007, 8:12 pm

you can find some staff abot waterfall structure on FINCAD's online docs
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JohnLaw
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Joined: June 8th, 2006, 11:58 am

cash CDO

August 23rd, 2007, 4:24 am

Have you ever tried NumeriX module for credits?Look at that it can be helpfull
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