corrletions of tranches - wilmott.com

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J: Posts: 1; Joined: November 1st, 2001, 12:53 am

corrletions of tranches

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#1

February 2nd, 2005, 9:19 pm

Hey everyone,How can we do to evaluate corrlatons for two different tranches? Thank you,


prettyspecific: Posts: 0; Joined: January 28th, 2005, 8:02 pm

corrletions of tranches

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#2

February 3rd, 2005, 11:27 pm

base correlation is one method


Greenspoon: Posts: 0; Joined: February 2nd, 2003, 10:51 pm

corrletions of tranches

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#3

February 4th, 2005, 5:47 pm

J,How did you get to become a Senior Member? Please search the forums.