CDO Senior Tranche - wilmott.com

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yoyogi: Posts: 0; Joined: December 17th, 2003, 12:46 am

CDO Senior Tranche

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#1

June 20th, 2005, 6:41 am

If I buy the senior tranche, does it mean I short the correlation? the correlation is my only risk? any good papers about correlation or CDOThanks a lot


V786: Posts: 0; Joined: June 10th, 2005, 7:13 am

CDO Senior Tranche

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#2

June 20th, 2005, 7:26 am

paper by merrills on correlation trading. 26/11/03


Jonathan81: Posts: 1; Joined: April 22nd, 2005, 6:25 am

CDO Senior Tranche

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#3

June 20th, 2005, 3:22 pm

papers by JP morgan and look defaultrisk.com or thecdosite.com