A Framework for Evaluating Trades in the Credit Derivatives Market
Douglas J. Lucas, Laurie S. Goodman and Frank J. Fabozzi
The Journal of Trading Fall 2006, 1 (4) 58-69; DOI: https://doi.org/10.3905/jot.2006.654302
Douglas J. Lucas
An executive director and head of CDO Research at UBS in New York, NY.
Laurie S. Goodman
A managing director and co-head of Global Fixed Income at UBS in New York, NY.
Frank J. Fabozzi
An adjunct professor of Finance and Becton Fellow, School of Management at Yale University in New Haven, CT.
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In this issue
A Framework for Evaluating Trades in the Credit Derivatives Market
Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi
The Journal of Trading Sep 2006, 1 (4) 58-69; DOI: 10.3905/jot.2006.654302