Archived publication
Archived publication
Synthethic CDOs - An introduction, evaluation and risk estimation
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