Yong Seok Choi

University of Houston - C.T. Bauer College of Business

Houston, TX 77204-6021

United States

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Pricing Structured Products with Economic Covariates

Number of pages: 52 Posted: 20 Dec 2015 Last Revised: 21 Feb 2019
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
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Abstract:

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structured product, collateralized debt obligation, tranche pricing, economic determinants, risk premiums