Structured credit derivatives - getting a fair price

Milan, 29-30 November 2005

Gary Kendall of CDO2 is presenting at the Credit Derivatives seminar at the Derivatives and Securities Forum in Milan on 29 November 2005. His talk, entitled "Structured credit derivatives - getting a fair price" will cover the following topics:

• Introduction to correlation trading: iTraxx and CDX
• Correlation conundrum - base, tranche or compound?
• Pricing bespoke CDOs
• Higher order products - CDOs-squared and beyond

The complete program for the Derivatives and Securities Forum can be downloaded here.