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Browsing Master theses (research) by Author "Gleeson, James P."

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Browsing Master theses (research) by Author "Gleeson, James P."

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  • Villiers, Rory (University of Limerick, 2011)
    The most common method of pricing a cashflow collateralized debt obligation (cashflow CDO) is to use Monte Carlo integration. However, Monte Carlo integration is computationally intensive and often faster methods of ...
  • Hurley, Julie (University of Limerick, 2011)
    One of the most controversial and innovative finnancial products in recent years has been collateralised debt obligations (CDOs). Much of the blame for the current credit crisis is being attributed to the mathematical models ...

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