Monday, August 2, 2010

CDO and Structured Financial Products: A Modeling Perspective (SSRN)

By Charles S. Tapiero and Daniel Totouom, BNP Paribas

Abstract: This paper is intended as a pedagogical note to explain CDO and structured financial credit products modeling and some approaches to their pricing.

Download here: papers.ssrn.com/sol3/papers.cfm?abstract_id=1639261

No comments: