Browsing by Author "Arjun, G."

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    • CPDO instruments - analysis and pricing 

      Kumar, Ashish; Arjun, G. (Indian Institute of Management, Ahmedabad, 2008)
      CPDO (Constant Proportion Debt Obligation) products are seen as miracles of structured credit. They are AAA rated by Moody's and are able to offer returns of LlBOR + 200 bps. The reason for this is a combination of some ...