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has anybody implemented schonbucher&schubert's 2001 dynamic cdo model??

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genkideska
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Joined: May 13th, 2004, 1:13 pm

has anybody implemented schonbucher&schubert's 2001 dynamic cdo model??

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August 25th, 2005, 6:46 am

Hi all,has anybody expirience with sconbucher & schubert's 2001 dynamic copula model for pricing cdos???
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