MAFS521 |
Mathematical Models
of Investment
|
Lecture Note |
Topic One Topic Two Topic Three Topic Four Topic Five |
Homework set CDO papers |
Homework One
Solution Homework Two Solution Homework Three Homework Four Reading Assignment Reading material JP Morgan - CDO Handbook Nomura - CDOs-Squared Demystified Benoit Metayer - CDO2, Correlation, Overlap and Subordination Standard & Poors - Synthetic CDO Squared Transactions Reading assignment on CDO-squared |