Efficient Routines for CDO Loss Calculations

Joseph M. Pimbley
The Journal of Structured Finance Spring 2020, 26 (1) 29-43; DOI: https://doi.org/10.3905/jsf.2020.1.096

Article Information

vol. 26 no. 1 29-43
DOI 
https://doi.org/10.3905/jsf.2020.1.096
Published By 
Pageant Media Ltd
Print ISSN 
1551-9783
Online ISSN 
2374-1325
History 
  • Published online April 30, 2020.

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© 2020 Pageant Media Ltd

Author Information

  1. Joseph M. Pimbley
    1. is a principal at Maxwell Consulting, LLC in Croton on Hudson, NY. (pimbley{at}maxwell-consulting.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Efficient Routines for CDO Loss Calculations
Joseph M. Pimbley
The Journal of Structured Finance Apr 2020, 26 (1) 29-43; DOI: 10.3905/jsf.2020.1.096
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