CPPI/Leveraged Super SEnior

duin1 · October 3rd, 2005, 2:28 pm

Hello, would someone be able to explain to me the concept of CPPI and Leveraged Super Senior Structures? What our their characteristics and how they are different from e.g. an old fashioned Super Senior Structure. Thanks

duin1 · October 5th, 2005, 10:56 am

Anyone out there can help me with this please. Thoughts most appreciated. Thanks

V786 · October 6th, 2005, 9:35 am

ML research have papers on both Leveraged Super Seniors and CPPI.

duin1 · October 10th, 2005, 1:08 pm

u know where i can pick these up - r they in this forum by any chance?