1
-
2
of
2
results (0.42 seconds)
Sort By:
-
Pricing and Hedging Synthetic CDO Tranche Spread Risks
presentation examines the measurement and hedging of synthetic CDO tranche spread risks based on market spread ... spread data following the sub-prime crisis. A range of methods proposed for pricing bespoke CDOs are examined ...- Authors: Michael Sherris, Jack Jie Ding
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments
-
Pricing and Hedging Synthectic CDO Tranche Spread Risks
Pricing and Hedging Synthectic CDO Tranche Spread Risks This is the abstract for ... Synthectic CDO Tranche Spread Risks This is the abstract for the paper on pricing and hedging synthetic CDO tranche ...- Authors: Michael Sherris, Jack Jie Ding
- Date: Jul 2010