Class notes - Valuing tranches of synthetic CDOs - In the second of this series of Class Notes articles, the authors consider the thorny issue of collater-alised debt obligation valuation. In the first of a two-part article, they look at CDOs referenced to corporate credits.
Year of publication: |
2007
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Authors: | Smithson, Charles ; Pearson, Neil |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 20.2007, 12, p. 92-95
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