This lesson is an integrated (1974) Merton contingent claims model of debt and equity claims with the CAPM, which allows us to study the risks and pricing of credit portfolios and derivative claims issued against them. In particular, this model is used to make investment decisions and manage the risks in the market of collateralized debt obligations (CDO). "Hide
by Eric Stafford, Joshua D Coval 4 pages. Publication Date: January 11, 2008. Prod. #: 208113-PDF-ENG
Related Case Solutions & Analyses:
Strategic Entrepreneurship: Creating Competitive Advantage Through Streams of Innovation
Farmacias Similares: Private and Public Health Care for the Base of the Pyramid in Mexico
John Smithers at Sigtek
New York City Against AIDS Video
Ocean Park Corporation (Hong Kong)
Tanzania Case Study
Brand Recovery: Communication in the Face of Crisis
Challenge the Boss or Stand Down
Strategic Financial Planning in Mining Industry
Steve Rogers Case Study
