The Pricing of Illiquid Securities in the Subprime Space

In episode #004, Christopher C. Finger, Head of Research at RiskMetrics Group, LLC, discusses the use of the ABX index to help with the problems of accurate marking of positions. Please visit http://www.cfawebcasts.org/ for more info.

Episode metadata supplied by the publisher feed · Published Jan 15, 2008

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The Pricing of Illiquid Securities in the Subprime Space

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