ABSTRAK and the Greeks: The Mathematics of Valuing Structured Securities in the Secondary Market

Iuliia Palamar, David Abitbol, Ann Rutledge and Sylvain Raynes
The Journal of Structured Finance Fall 2011, 17 (3) 42-50; DOI: https://doi.org/10.3905/jsf.2011.17.3.042

Article Information

vol. 17 no. 3 42-50
DOI 
https://doi.org/10.3905/jsf.2011.17.3.042
Published By 
Pageant Media Ltd
Print ISSN 
1551-9783
Online ISSN 
2374-1325
History 
  • Published online October 31, 2011.
Copyright & Usage 
Copyright © 2011 R&R Consulting. All rights reserved. Not to be reproduced or redistributed without permission.

Author Information

  1. Iuliia Palamar
    1. is a research associate at R&R Consulting in New York, NY. (iuliia{at}creditspectrum.com)
  2. David Abitbol
    1. is a head of risk management at R&R Consulting in New York, NY. (david{at}creditspectrum.com)
  3. Ann Rutledge
    1. is a principal at R&R Consulting in New York, NY. (rrcons{at}nyc.rr.com)
  4. Sylvain Raynes
    1. is a principal at R&R Consulting in New York, NY. (sraynes{at}nyc.rr.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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ABSTRAK and the Greeks: The Mathematics of Valuing Structured Securities in the Secondary Market
Iuliia Palamar, David Abitbol, Ann Rutledge, Sylvain Raynes
The Journal of Structured Finance Oct 2011, 17 (3) 42-50; DOI: 10.3905/jsf.2011.17.3.042
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