Gaussian Based VBA CDO Pricing model

floydmystic · November 6th, 2008, 6:30 am

Can anyone help me please?

wenche · November 14th, 2008, 10:41 am

hi again,I haven´t gotten any response yet about the CDO pricing VBA model. Would really appreciate if anyone could send it to me. thank you

moksters · June 6th, 2009, 3:29 pm

could u send to me pls? ivymyc@hotmail.com

tomkob · July 29th, 2009, 6:07 am

Hi Macca,I built Gaussian Copula CDO Pricer but I want to check it with some other models. Would you mind sending me the outcome from your model with the assumptions you used (ie. no of names, correl., ,....) so I can check on my side if the results are similar? My address is 191461@wp.plMany thankstom

kfcnhl · August 5th, 2009, 6:22 pm

Can I have a copy too?cjzheng@uwaterloo.ca

ainani · January 25th, 2010, 8:51 pm

could i please get a copy too ?abhishekm9@yahoo.com

epon79 · April 11th, 2010, 7:01 pm

Hey,Does any one know the paper this model is based on?Also could I please get a copy of this model to epon83@yahoo.comThanks

epon79 · April 11th, 2010, 7:01 pm

Hey,Does any one know the paper this model is based on?Also could I please get a copy of this model to epon83@yahoo.comThanks

dfung113 · June 8th, 2011, 11:48 am

Hi Macca9, Wilmott Community,Can I get a copy of this.Thanks!df2397@columbia.edu

mikeyg · August 2nd, 2013, 11:13 am

Hi everyone,If anyone has this model, can you please send it to michelm11@gmail.com. Thanks

Gamal · August 2nd, 2013, 12:31 pm

Waw! Nine years later there's still demand for the macca code.Now you all believe that CDOs are back, don't you?

DominicConnor · August 2nd, 2013, 2:29 pm

Even if another CDO is never originated or sold, looking after them will be work for some people for quite a while.But yes, you are right, CDOs, like axes serve very useful purposes, depends on how they are used.