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

Iuliia Palamar; David Abitbol; Ann Rutledge; Sylvain Raynes

doi:10.3905/jsf.2011.17.3.042

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

Iuliia Palamar

is a research associate at R&R Consulting in New York, NY.

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For correspondence: iuliia@creditspectrum.com

David Abitbol

is a head of risk management at R&R Consulting in New York, NY.

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For correspondence: david@creditspectrum.com

Ann Rutledge

is a principal at R&R Consulting in New York, NY.

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For correspondence: rrcons@nyc.rr.com

Sylvain Raynes

is a principal at R&R Consulting in New York, NY.

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For correspondence: sraynes@nyc.rr.com

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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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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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