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• Calculating Risk Sensitivities for Monte Carlo Approach

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Credit derivatives, Derivative securities--Valuation, Risk management, Capital assets pricing model

  Item Type:

  Article

  Tag(s):

  securitization, Monte Carlo simulation, Risk Sensitivities, CDO

  Search term matches:

  Tag

  ... cdo ...

  
  

• Index Tranches and Bespoke CDOs

  Author(s):

  David Lee (see profile)

  Date:

  2023

  Group(s):

  Business Management

  Subject(s):

  Credit derivatives, Derivative securities--Valuation, Collateralized debt obligations, Capital assets pricing model

  Item Type:

  Article

  Tag(s):

  credit derivatives, cdo, index, valuation, risk management

  Search term matches:

  Tag

  ... cdo ...

  
  

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