Presentation: Dynamic CDO Term Structure Modelling
Workshop: Kick-off-Workshop
Time: Thu, September 11, 2008, 09:30-10:20
Speaker: Damir Filipovic
Abstract
This paper provides a unifying approach for valuing contingent claims on a portfolio of credits, such as collateralized debt obligations (CDOs).
Presentation slides (pdf, 163 KB)
URL: www.ricam.oeaw.ac.at/specsem/sef/events/program/presentation.php
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