enroncredit . com - credit pricing methodology dear all ,
attached is a paper describing the proposed methodology for pricing the
" bankruptcy swaps " the credit markets group is launching next week . the
methodology is intentionally simplistic - the emphasis has been on providing
transparent models to give prices in a quick , easy - to - understand manner ,
rather than create any new " rocket science " . could one or all of you please
review the paper , and give feedback on the approach and advice on the areas
still under development . this will give us peace - of - mind before the big
launch .
bryan - could you reread this and outline the sections that need omitting or
expanding for publication on the website .
many thanks ,
ben
enroncredit . com - credit pricing methodology
dear all ,
attached is a paper describing the proposed methodology for pricing the
" bankruptcy swaps " the credit markets group is launching next week . the
methodology is intentionally simplistic - the emphasis has been on providing
transparent models to give prices in a quick , easy - to - understand manner ,
rather than create any new " rocket science " . could one or all of you please
review the paper , and give feedback on the approach and advice on the areas
still under development . this will give us peace - of - mind before the big
launch .
bryan - could you reread this and outline the sections that need omitting or
expanding for publication on the website .
many thanks ,
ben