The Mechanics of a “Synthetic” CDO Tranche

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From the course by Columbia University
金融工程与风险管理,第 2 部分
378 ratings
Columbia University
378 ratings
From the lesson
Credit Derivatives and Structured Products
Mechanics and pricing of CDOs; exotic structured credit securities including CDO-squared’s and CDO-cubed’s. Risk management of these products and their role in the financial crisis.

Meet the Instructors

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department

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