I remember there is no directly calculation questions on term structure models
- Some questions on copula (definition/whats wrong with copula model in crisis)
- Questions on calculation payment on three tranches of CLO given CLO rate, overcollaterization amount, senior/mezzaine tranch interest...
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.