Aurora Borealis
22 November 2007 Multimedia

The Pricing of Illiquid Securities in the Subprime Space

  1. Christopher C. Finger

hristopher C. Finger, Head of Research at RiskMetrics Group, Inc., discusses the use of the ABX index to help with the problems of accurate marking of positions.

The Take 15 Series is a series of short interviews with leading practitioners on timely topics focused on the investment profession.

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