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Base correlations model (JP Morgan)
Posted: May 10th, 2004, 4:25 pm
by monygel
Hi, I am looking for the technical document of the JP Morgan's "base correlations" model. I've already read the qualitative paper and I found it very interesting! Thanks for your responses
Base correlations model (JP Morgan)
Posted: May 10th, 2004, 5:03 pm
by yes
M did you search the forums?
Base correlations model (JP Morgan)
Posted: May 11th, 2004, 2:09 am
by Oinker
monygel,Where can we find a copy of the paper you currently have?
Base correlations model (JP Morgan)
Posted: May 11th, 2004, 6:45 am
by leemcg
I think everything you will need is in the main thread. It's called "Base Correlations Curve for CDO's", and it has currently just fallen to the second page as I look at things. There are papers and models in that thread.RegardsLee
Base correlations model (JP Morgan)
Posted: May 11th, 2004, 9:53 am
by monygel
Thanks LEE! That's what I need!
Base correlations model (JP Morgan)
Posted: May 11th, 2004, 9:58 am
by monygel
Oinker, You can find it in the "Base Correlations Curve for CDO's" thread. It is called Base CorrelationJPM.zip and was sent by quantman.