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dc.contributor.advisorSinha, Sidharth
dc.contributor.authorKhare, Kanpuriya
dc.contributor.authorShenoy, Vinay N.
dc.date.accessioned2018-03-19T11:20:21Z
dc.date.available2018-03-19T11:20:21Z
dc.date.copyright2006
dc.date.issued2006
dc.identifier.urihttp://hdl.handle.net/11718/20554
dc.description.abstractABSTRACT 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.isoenen_US
dc.publisherIndian Institute of Management Ahmedabaden_US
dc.relation.ispartofseriesSP;001188
dc.subjectCollateralized debten_US
dc.subjectCredit swapsen_US
dc.subjectCDOsen_US
dc.titleCollateralized debt obligations: pricing and analyticsen_US
dc.typeStudent Projecten_US


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