Published November 23, 2022
| Version v2
Presentation
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Base Correlation Model
Creators
Description
The model serves the purpose of finding an appropriate correlation to value a collateral debt obligation (CDO) tranche from market information via base correlations.
Notes
https://finpricing.com/lib/FxAccumulator.html
Files
BaseCorrelation.pdf
Files
(119.0 kB)
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