Browsing by Author "Khare, Kanpuriya"

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    • Collateralized debt obligations: pricing and analytics 

      Khare, Kanpuriya; Shenoy, Vinay N. (Indian Institute of Management Ahmedabad, 2006)
      ABSTRACT This project is a study on CDOs and CDOA2s. It starts with an in depth study of the literature on the various types of credit derivative instruments available. We then introduce a method to price a CDO or a CD0^2 ...