Page 1 of 1
CPDOs
Posted: June 16th, 2007, 2:20 pm
by minded
Dear all,I'm working on CPDOs lately and I have a problem with the calibration part... any ideas...?Thank you all (",)
CPDOs
Posted: June 24th, 2007, 7:48 am
by wim
A paper on CPPI and CPDO under jump models (including calibration)Let's Jump Together - Pricing of Credit Derivatives
CPDOs
Posted: June 26th, 2007, 9:35 am
by ReallyOld
Interesting and well written! Many thanks for this.