Posted by Todd Zywicki:
Credit Default Swaps and All That:
http://volokh.com/archives/archive_2009_02_22-2009_02_28.shtml#1235517129


   In Michael Lewis's fascinating essay on [1]"The End" of Wall Street,
   he mocks the alchemy of how Wall Street could take a bunch of junk
   mortgages and convert them into AAA rated paper and sell it over and
   over. But while he mocks, he doesn't really explain what was going on.

   I just came across a [2]really interesting article in Wired that
   explains how the alchemy of credit default swaps worked--and why it
   failed in the end. A really accessible introduction to an extremely
   complicated subject.

References

   1. 
http://www.portfolio.com/news-markets/national-news/portfolio/2008/11/11/The-End-of-Wall-Streets-Boom
   2. http://www.wired.com/techbiz/it/magazine/17-03/wp_quant

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