Re-thinking valuation - part 3 | Credit Default Swaps (CDS)

Wednesday 13 October 2010 13:43 London/ 08.43 New York/ 21.43 Tokyo

In the third article of a series on structured credit valuations, R² Financial Technologies ceo Dan Rosen discusses the need for second-generation Monte Carlo pricing methodologies for structured credit instruments

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Re-thinking valuation - part 3

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