looking for papers on CDO pricing
Posted: April 29th, 2004, 4:01 pm
by monygel
looking for papers on CDO pricing
Posted: April 29th, 2004, 4:43 pm
by daveangel
have u looked in
www.defaultrisk.com ?
looking for papers on CDO pricing
Posted: December 15th, 2004, 4:43 am
by alexmav
this site has interesting CDO papershttp://
www.knoxanalyticsllc.com/Research.html
looking for papers on CDO pricing
Posted: December 17th, 2004, 12:30 am
by Benchy
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".