Synthethic CDOs - An introduction, evaluation and risk estimation

Korsnes, Stig

June 20, 2008

SAMBA

• Areas: Finance, insurance and commodity markets
• Keywords: Credit risk, CDO, CDS, Tranches, Pricing
• Page(s): 91
• Name and number of project: SIP MASC 220363
• Title: Synthethic CDOs - An introduction, evaluation and risk estimation
• Author(s): Korsnes, Stig
• Report number: SAMBA/28/08
• Published date: June 20, 2008