Friday links: blurring lines

29Jun07

Barry Ritholtz and Calculated Risk on rising delinquency rates for Alt-A home loans. Accrued Interest on the critical role of the “correlation of defaults” in CDO pricing. Greg Newton at NakedShorts on how hedge funds should be pricing complicated derivative securities. The Epicurean Dealmaker takes issue with Felix Salmon on CDO pricing and Justin Fox […]

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