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Fast Gamma Computations for CDO Tranches
Joshi, Mark S., (2010)
Model Risk and the Design of CDO Tranches
Metzler, Adam, (2010)
Simulation/Regression Pricing Schemes for CVA Computations on CDO Tranches
Crépey, Stéphane, (2013)
Structured credit portfolio analysis, baskets & CDOs
Bluhm, Christian, (2007)
An introduction to credit risk modeling
Bluhm, Christian, (2003)
Semi-analytic Approaches to Collateralized Debt Obligation Modelling
Bluhm, Christian, (2004)