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Collateralised Debt Obligations Copyright 2004 Deutsche Bank@ Collateralised Debt Obligations Balance Sheet and Arbitrage CDO’s Mike Pawley [email protected] Product…

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COMPUTATIONAL FINANCE Stéphane CRÉPEY, Évry University, France [email protected] November 7, 2008 Figure 1: DAX Index Effective Volatility, June 1 2001 Contents…