Arbitraging Component Correlation, BNP Paribas, 2004 , N. Blanc

KGS · December 23rd, 2005, 6:39 am

I am looking for this paper, it would be great if anyone could tell me how I can find it, Thanks,

Money · January 1st, 2006, 2:16 pm

i had the paper when I was working at my last job.You can just subscribe to BNP website for an account. (using your company info. of course not just private individual)they don't charge any money and you can look at some of their reports and termsheets.Hope that helps you