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Presentation . 2022
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Presentation . 2022
License: CC BY
Data sources: Datacite
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Other literature type . 2022
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Variable Maturity CDO Valuation

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 01 Dec 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7387722 , 10.5281/zenodo.7387723

Variable Maturity CDO Valuation

Abstract

The model serves the purpose of pricing a non-vanilla synthetic CDO trade, where the maturities of the underlying synthetic assets in the collateral pool can be different from the trade maturity.

https://ia804703.us.archive.org/1/items/threeFactorConvertible/threeFactorConvertible.pdf

Keywords

Variable Maturity CDO Valuation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
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