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Browsing Mathematics & Statistics by Author "Villiers, Rory"

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Browsing Mathematics & Statistics by Author "Villiers, Rory"

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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 ...

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