PPT-On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations
Author : min-jolicoeur | Published Date : 2018-02-26
PIERRE COLLINDUFRESNE ROBERT S GOLDSTEIN FAN YANG The Journal of Finance Dec 2012 Overview Jointly price longdated SampP 500 index options and CDO tranches
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On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations: Transcript
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