2. Describe how credit derivatives are used in the construction of structured products known as synthetic collateralized

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2. Describe how credit derivatives are used in the construction of structured products known as synthetic collateralized debt obligations (CDO).

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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