College of Business: University of Illinois at Urbana-Champaign

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Risk


Pearson, N. , Smithson, C. 2008. Valuing Tranches of CDOs II: CDOs of ABS. Risk, 21: 84-87

Pearson, N. , Smithson, C. 2007. Valuing Tranches of CDOs I. Risk, 20: 92-95

Pearson, N. 2000. VAR- A Work in Progress. Risk, 13: 49-51

Pearson, N. , Smithson, C. 2000. Beyond VAR. Risk, 13: 85-87

UIUC College of Business