Computing the Fair Value of a CDO Tranche

From the course by Columbia University
Financial Engineering and Risk Management Part II
356 ratings
From the lesson
Credit Derivatives and Structured Products
Mechanics and pricing of CDOs; exotic structured credit securities including CDO-squared’s and CDO-cubed’s. Risk management of these products and their role in the financial crisis.

Meet the Instructors

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Industrial Engineering and Operations Research Department