Eugenia Fingerman

Moody's Investors Service

7 World Trade Center

250 Greenwich Street

New York, NY 10007

United States

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Scholarly Papers (1)

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An Application of CDS-Implied Ratings to Synthetic CDOs

Posted: 11 Feb 2008
David T. Hamilton and Eugenia Fingerman
Moody's Analytics and Moody's Investors Service

Abstract:

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CDS, CDO, CDX, credit ratings, structured finance