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CDO Senior Tranche
Posted: June 20th, 2005, 6:41 am
by yoyogi
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
CDO Senior Tranche
Posted: June 20th, 2005, 7:26 am
by V786
paper by merrills on correlation trading. 26/11/03
CDO Senior Tranche
Posted: June 20th, 2005, 3:22 pm
by Jonathan81
papers by JP morgan and look defaultrisk.com or thecdosite.com