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Archived publication

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

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR