Collateralized debt obligations: pricing and analytics

dc.contributor.advisor	Sinha, Sidharth
dc.contributor.author	Khare, Kanpuriya
dc.contributor.author	Shenoy, Vinay N.
dc.date.accessioned	2018-03-19T11:20:21Z
dc.date.available	2018-03-19T11:20:21Z
dc.date.copyright	2006
dc.date.issued	2006
dc.identifier.uri	http://hdl.handle.net/11718/20554
dc.description.abstract	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 tranche. We have implemented this approach in a calculator based on Microsoft Excel and we present the results we obtained using the calculator at the end. The results essentially highlight the similarities and differences between CDOs and CDOx2s and attempt to understand the need for these instruments.	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Institute of Management Ahmedabad	en_US
dc.relation.ispartofseries	SP;001188
dc.subject	Collateralized debt	en_US
dc.subject	Credit swaps	en_US
dc.subject	CDOs	en_US
dc.title	Collateralized debt obligations: pricing and analytics	en_US
dc.type	Student Project	en_US