Works matching DE "COLLATERALIZED debt obligations"
Results: 238
Lessons not learned: from the collapse of Long-Term Capital Management to the subprime crisis.
- Published in:
- Journal of Post Keynesian Economics, 2012, v. 34, n. 4, p. 555, doi. 10.2753/PKE0160-3477340401
- By:
- Publication type:
- Article
ON DEFAULT CORRELATION AND PRICING OF COLLATERALIZED DEBT OBLIGATION BY COPULA FUNCTIONS.
- Published in:
- International Journal of Information Technology & Decision Making, 2006, v. 5, n. 3, p. 483, doi. 10.1142/S0219622006002076
- By:
- Publication type:
- Article
Public inputs and the credit market.
- Published in:
- International Tax & Public Finance, 2006, v. 13, n. 6, p. 733, doi. 10.1007/s10797-006-6742-8
- By:
- Publication type:
- Article
Dysfunctional Markets: A Spray of Prey Perspective.
- Published in:
- Journal of Economic Issues, 2021, v. 55, n. 3, p. 797, doi. 10.1080/00213624.2021.1948272
- By:
- Publication type:
- Article
A set-valued Markov chain approach to credit default.
- Published in:
- Quantitative Finance, 2020, v. 20, n. 4, p. 669, doi. 10.1080/14697688.2019.1693053
- By:
- Publication type:
- Article
A systematic and efficient simulation scheme for the Greeks of financial derivatives.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 7, p. 1199, doi. 10.1080/14697688.2018.1562196
- By:
- Publication type:
- Article
Rollover risk and credit risk under time-varying margin.
- Published in:
- Quantitative Finance, 2017, v. 17, n. 3, p. 455, doi. 10.1080/14697688.2016.1203071
- By:
- Publication type:
- Article
From insurance risk to credit portfolio management: a new approach to pricing CDOs.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 10, p. 1495, doi. 10.1080/14697688.2015.1136076
- By:
- Publication type:
- Article
Portfolio credit risk with predetermined default orders.
- Published in:
- Quantitative Finance, 2016, v. 16, n. 1, p. 131, doi. 10.1080/14697688.2015.1013147
- By:
- Publication type:
- Article
A factor contagion model for portfolio credit derivatives.
- Published in:
- Quantitative Finance, 2015, v. 15, n. 9, p. 1571, doi. 10.1080/14697688.2014.976651
- By:
- Publication type:
- Article
Copula dynamics in CDOs.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 9, p. 1573, doi. 10.1080/14697688.2013.847280
- By:
- Publication type:
- Article
Pricing equity and debt tranches of collateralized funds of hedge fund obligations: An approach based on stochastic time change and Esscher-transformed martingale measure.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 12, p. 1991, doi. 10.1080/14697688.2012.749574
- By:
- Publication type:
- Article
Pricing CDOs with state-dependent stochastic recovery rates.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 8, p. 1219, doi. 10.1080/14697688.2012.663925
- By:
- Publication type:
- Article
Pricing collateralized debt obligations with Markov-modulated Poisson processes.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1761, doi. 10.1080/14697688.2010.548398
- By:
- Publication type:
- Article
Empirical analysis and calibration of the CEV process for pricing equity default swaps.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1815, doi. 10.1080/14697680903547915
- By:
- Publication type:
- Article
Hedging default risks of CDOs in Markovian contagion models.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1773, doi. 10.1080/14697680903390126
- By:
- Publication type:
- Article
Comparing alternative Levy base correlation models for pricing and hedging CDO tranches.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 5, p. 763, doi. 10.1080/14697688.2010.535840
- By:
- Publication type:
- Article
CDO pricing with nested Archimedean copulas.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 5, p. 775, doi. 10.1080/14697680903508479
- By:
- Publication type:
- Article
Collateral Crises<sup>†</sup>.
- Published in:
- American Economic Review, 2014, v. 104, n. 2, p. 343, doi. 10.1257/aer.104.2.343
- Publication type:
- Article
Did Credit Rating Agencies Make Unbiased Assumptions on CDOs??
- Published in:
- American Economic Review, 2011, v. 101, n. 3, p. 125, doi. 10.1257/aer.101.3.125
- By:
- Publication type:
- Article
The Role of Mortgage Securitisation in The Financial Crisis and How to Restore The Market's Health.
- Published in:
- Housing Finance International, 2010, v. 25, n. 1, p. 19
- By:
- Publication type:
- Article
BUILT TO SCALE: SMALL BUSINESS POLICY AND THE MELTDOWN.
- Published in:
- Michigan State Law Review, 2012, v. 2012, n. 1, p. 7
- By:
- Publication type:
- Article
Assessment of Classroom Learning of the Alphabet Soup: CDO, CDS, MBS, IFRS, SPE and Basel II.
- Published in:
- Journal of the Academy of Business Education, 2010, v. 11, p. 126
- By:
- Publication type:
- Article
Why Do We Let Psychopaths In Suits Get Away With Murder?
- Published in:
- CounterPunch, 2022, p. 1
- By:
- Publication type:
- Article
Buy Them Up!: Why We Must Nationalize the Banks.
- Published in:
- CounterPunch, 2021, p. 1
- By:
- Publication type:
- Article
Hedge Fund Devils.
- Published in:
- CounterPunch, 2021, p. 1
- By:
- Publication type:
- Article
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing.
- Published in:
- Computational Management Science, 2014, v. 11, n. 4, p. 341, doi. 10.1007/s10287-013-0176-4
- By:
- Publication type:
- Article
Insurance Issues Related to Mortgage Default Risks Associated with Natural Disasters.
- Published in:
- Journal of Risk & Insurance, 1986, v. 53, n. 3, p. 501, doi. 10.2307/252400
- By:
- Publication type:
- Article
An analytical approach for systematic risk sensitivity of structured finance products.
- Published in:
- Review of Derivatives Research, 2014, v. 17, n. 1, p. 1, doi. 10.1007/s11147-013-9089-1
- By:
- Publication type:
- Article
Pricing distressed CDOs with stochastic recovery.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 3, p. 219, doi. 10.1007/s11147-009-9049-y
- By:
- Publication type:
- Article
INTEGRATING MICRO AND MACRO POLICY LEVERS IN RESPONSE TO FINANCIAL CRISES.
- Published in:
- Michigan Business & Entrepreneurial Law Review, 2018, v. 7, n. 2, p. 191, doi. 10.36639/mbelr.7.2.integrating
- By:
- Publication type:
- Article
Buying Diversification.
- Published in:
- Bank Accounting & Finance (08943958), 2004, v. 17, n. 5, p. 3
- By:
- Publication type:
- Article
MYTH MANIPULATION: Peril and Promise.
- Published in:
- Torch, 2025, v. 98, n. 2, p. 20
- By:
- Publication type:
- Article
FATCA Compliance for Entities Issuing Collateralized Loan/Debt Obligations.
- Published in:
- Banking Law Journal, 2014, v. 131, n. 7, p. 579
- By:
- Publication type:
- Article
SOPHISTICATED INVESTOR'S DUTY TO INVESTIGATE BARS FRAUD CLAIM OVER CREDIT DEFAULT SWAP LOSSES.
- Published in:
- Banking Law Journal, 2012, v. 129, n. 8, p. 736
- By:
- Publication type:
- Article
DELAWARE CHANCERY COURT AFFIRMS RIGHTS OF TRUPS HOLDERS.
- Published in:
- Banking Law Journal, 2012, v. 129, n. 7, p. 610
- By:
- Publication type:
- Article
FROM COLLATERAL DAMAGE TO CAUTIOUS OPTIMISM: THE U.S. CLO MARKET FORGES AHEAD.
- Published in:
- Banking Law Journal, 2012, v. 129, n. 5, p. 432
- By:
- Publication type:
- Article
The Banks Did It: An Anatomy of the Financial Crisis.
- Published in:
- 2021
- By:
- Publication type:
- Book Review
Bankruptcy, Limited Liability, and the Modigliana-Miller Theorem.
- Published in:
- American Economic Review, 1981, v. 71, n. 1, p. 155
- By:
- Publication type:
- Article
FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK.
- Published in:
- International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 4, p. 1, doi. 10.1142/S0219024921500217
- By:
- Publication type:
- Article
RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED.
- Published in:
- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 8, p. -1, doi. 10.1142/S0219024917500522
- By:
- Publication type:
- Article
RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 2, p. 1250011-1, doi. 10.1142/S0219024912500112
- By:
- Publication type:
- Article
CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 1, p. 1250008-1, doi. 10.1142/S0219024911006462
- By:
- Publication type:
- Article
NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 6, p. 979, doi. 10.1142/S0219024910006078
- By:
- Publication type:
- Article
PRICING AND HEDGING OF CDO-SQUARED TRANCHES BY USING A ONE FACTOR LÉVY MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 5, p. 663, doi. 10.1142/S0219024909005397
- By:
- Publication type:
- Article
SIMULTANEOUS CALIBRATION TO A RANGE OF PORTFOLIO CREDIT DERIVATIVES WITH A DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 5, p. 633, doi. 10.1142/S0219024909005439
- By:
- Publication type:
- Article
Collateralized Commodity Obligations: Modeling and Risk Assessment.
- Published in:
- Journal of Alternative Investments, 2013, v. 16, n. 2, p. 9, doi. 10.3905/jai.2013.16.2.009
- By:
- Publication type:
- Article
Can CDO Equity Be Short on Correlation?
- Published in:
- Journal of Alternative Investments, 2010, v. 12, n. 4, p. 85, doi. 10.3905/JAI.2010.12.4.085
- By:
- Publication type:
- Article
Financial Innovations and the Shaping of Capital Markets: The Case of CDOs.
- Published in:
- Journal of Alternative Investments, 2007, v. 10, n. 1, p. 62, doi. 10.3905/jai.2007.688994
- By:
- Publication type:
- Article
Correlation Breakdown in the Valuation of Collateralized Fund Obligations.
- Published in:
- Journal of Alternative Investments, 2006, v. 9, n. 3, p. 77, doi. 10.3905/jai.2006.670101
- By:
- Publication type:
- Article