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32 pages • paperback • 36 editions
ISBN/UID: 9781288704637
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 05 Feb 2013
Description
In its complexity and its vulnerability to market volatility, the CPDO might be viewed as the poster child for the excesses of financial engineering in the credit market. This paper examines the CPDO as a case study in model risk in the rating of ...
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32 pages • paperback
ISBN/UID: 9781288704637
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 05 Feb 2013
Description
In its complexity and its vulnerability to market volatility, the CPDO might be viewed as the poster child for the excesses of financial engineering in the credit market. This paper examines the CPDO as a case study in model risk in the rating of ...