Wednesday, February 27, 2008
Willmott blog posting on CDOs and correlation

After posting a couple of weeks ago about Wilmott and co working on a new way of valuing CDOs,

http://www.noelwatson.com/blog/PermaLink,guid,b9f877c7-6c00-441b-a520-b933493d2e8d.aspx

it seems that initial work is well underway

http://www.wilmott.com/blogs/paul/index.cfm/2008/2/25/Science-in-Finance-VI-True-Sensitivities-CDOs-and-Correlations

I am going to see if I can get involved in some way

Wednesday, February 27, 2008 9:23:02 AM (GMT Standard Time, UTC+00:00)  #    Comments [0]  |  Trackback

Theme design by Jelle Druyts

Pick a theme: