2 ms·
Rather minimal "maths". There's no mention of the pricing models used for CDS and CDOs. That would have been more interesting.
by yangyang 17y ago
Rather minimal "maths". There's no mention of the pricing models used for CDS and CDOs. That would have been more interesting.
- TriinT 17y agoI agree. And allow me to suggest this paper: http://arxiv.org/abs/0809.1393 http://arxiv.org/abs/0809.1393 It's not everyday that you see an algebraic geometer writing on CDOs ;-)