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2011•Unpublished venueRequires access

Collateralized Debt Obligations and Basket Credit Derivatives

Robert Dubil

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Abstract

This chapter contains sections titled: Collateralized Debt Obligations Basket Credit Derivatives Copulas and the Modeling of Default Correlation Synthetic CDO Tranche Pricing and Loss Analysis Credit Derivative Indexes

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What this paper is about

This chapter contains sections titled: Collateralized Debt Obligations Basket Credit Derivatives Copulas and the Modeling of Default Correlation Synthetic CDO Tranche Pricing and Loss Analysis Credit Derivative Indexes

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Available abstract

This chapter contains sections titled: Collateralized Debt Obligations Basket Credit Derivatives Copulas and the Modeling of Default Correlation Synthetic CDO Tranche Pricing and Loss Analysis Credit Derivative Indexes

Key concepts: Collateralized debt obligation, Credit derivative, Tranche, Synthetic CDO, Derivative (finance), Debt, iTraxx, Business

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