looking for papers on CDO pricing

daveangel · April 29th, 2004, 4:43 pm

alexmav · December 15th, 2004, 4:43 am

this site has interesting CDO papershttp://www.knoxanalyticsllc.com/Research.html

Benchy · December 17th, 2004, 12:30 am

www.defaultrisk.com is certainly the best resource in Credit Derivatives.To understand CDO and basket Default Swaps pricing, the best synthesis paper s for my part Galiani's one(Kings College) "Copula Functions and their Application in Pricing and Risk Managing Multiame Credit Derivative Products".