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Pricing Synthetic CDOs Based on Exponential Approximations to the Payoff Function Bachelier Congress Toronto, Canada June 24, 2010
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Document Date: 2010-06-20 15:08:34


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File Size: 1,02 MB

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City

Toronto / /

Company

Algorithmics Inc. / /

Country

Canada / /

Facility

University of Toronto Xiaofang Ma Bank of Montreal / /

Organization

University of Toronto Xiaofang Ma Bank of Montreal / Payoff Function Bachelier Congress Toronto / /

Person

Ken Jackson / /

Position

General / /

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