Works matching DE "COLLATERALIZED debt obligations"
Results: 234
THE ROLE OF COPULAS IN THE HOUSING CRISIS.
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- Review of Economics & Statistics, 2012, v. 94, n. 2, p. 607, doi. 10.1162/REST_a_00172
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- Article
CEO bonus plans—And how to fix them.
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- Journal of Applied Corporate Finance, 2024, v. 36, n. 3, p. 95, doi. 10.1111/jacf.12629
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Analytic results and weighted Monte Carlo simulations for CDO pricing.
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- European Physical Journal B: Condensed Matter, 2012, v. 85, n. 2, p. 1, doi. 10.1140/epjb/e2011-20429-x
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A method for designing CDO conformed to investment parameters.
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- Electrical Engineering in Japan, 2007, v. 161, n. 4, p. 20, doi. 10.1002/eej.20581
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CASH-FLOW vs. MARKET-VALUE CDOs.
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- Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2016, n. 1, p. 175
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BALANCE-SHEET vs. ARBITRAGE CDOs.
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- Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2016, n. 1, p. 110
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Does rating shopping exist in spanish securitization issues?
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- Management Letters / Cuadernos de Gestión, 2015, v. 15, n. 1, p. 119, doi. 10.5295/cdg.130429mp
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A Markov Modulated Dynamic Contagion Process with Application to Credit Risk.
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- Journal of Statistical Physics, 2019, v. 175, n. 2, p. 495, doi. 10.1007/s10955-019-02264-w
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Collateralization of Bond Interest: An Investor's Perspective.
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- Journal of Investing, 2005, v. 14, n. 4, p. 32, doi. 10.3905/joi.2005.605279
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Inflated Ratings on Pre-Crisis CDOs: A Deeper Look.
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- Journal of Structured Finance, 2016, v. 22, n. 2, p. 37, doi. 10.3905/jsf.2016.22.2.037
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- Article
Learning from Performance: Banks, Collateralized Debt Obligations, and the Credit Crisis.
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- Social Forces, 2015, v. 94, n. 1, p. 31, doi. 10.1093/sf/sov002
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The Liquidity Crisis: The 2007-2009 Market Impacts on Municipal Securities.
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- Public Administration Review, 2012, v. 72, n. 5, p. 668, doi. 10.1111/j.1540-6210.2012.02564.x
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- Article
Mistakes Were Made: The Role of Catallactic Bias in the Financial Crisis.
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- Midwest Studies In Philosophy (Wiley-Blackwell), 2018, v. 42, n. 1, p. 229, doi. 10.1111/misp.12092
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Buying Diversification.
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- Bank Accounting & Finance (08943958), 2004, v. 17, n. 5, p. 3
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The value of the ‘swap’ feature in equity default swaps.
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- Quantitative Finance, 2006, v. 6, n. 1, p. 67, doi. 10.1080/14697680500467822
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Risks, Wagering and Financial Markets.
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- Financial Executive, 2008, v. 24, n. 4, p. 6
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- Article
Implications of the Volcker Rule.
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- CPA Journal, 2014, v. 84, n. 6, p. 30
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Configurable Domain Objects for Resource Modelling in Treatment Scheduling.
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- International Journal of Software Engineering & Knowledge Engineering, 2015, v. 25, n. 5, p. 871, doi. 10.1142/S0218194015400240
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Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants.
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- European Financial Management, 2012, v. 18, n. 5, p. 950, doi. 10.1111/j.1468-036X.2010.00560.x
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- Article
The Cult of Mathematical Modelling in Financial Markets: Was the Gaussian Copula to Blame for the Crisis?
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- Economic Affairs, 2014, v. 34, n. 1, p. 101, doi. 10.1111/ecaf.12048
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Sensitivity estimates for portfolio credit derivatives using Monte Carlo.
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- Finance & Stochastics, 2008, v. 12, n. 4, p. 507, doi. 10.1007/s00780-008-0071-y
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Pricing contingent claims with credit risk: Asymptotic expansion approach.
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- Finance & Stochastics, 2005, v. 9, n. 3, p. 415, doi. 10.1007/s00780-004-0147-2
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- Article
The Role of Mortgage Securitisation in The Financial Crisis and How to Restore The Market's Health.
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- Housing Finance International, 2010, v. 25, n. 1, p. 19
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The Austrian perspective on the Global Financial Crisis: A Critique.
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- Economic Issues, 2012, v. 17, n. 2, p. 27
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Fair Value Measurement Risks and REITs during the 2008-2009 Financial Crisis.
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- Proceedings of the Northeast Business & Economics Association, 2010, p. 377
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Teaching the Crisis: A Primer.
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- Sociology, 2014, v. 48, n. 5, p. 904, doi. 10.1177/0038038514539062
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The European banks' role in the financial crisis of 2007-8: a critical assessment.
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- New Political Economy, 2022, v. 27, n. 5, p. 879, doi. 10.1080/13563467.2022.2038115
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Ten Years of Evidence: Was Fraud a Force in the Financial Crisis?
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- Journal of Economic Literature, 2021, v. 59, n. 4, p. 1293, doi. 10.1257/jel.20201602
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MYTH MANIPULATION: Peril and Promise.
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- Torch, 2025, v. 98, n. 2, p. 20
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GASB Statement No. 91: How the New Standard Improves Financial Reporting of Conduit Debt.
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- Journal of Government Financial Management, 2020, v. 69, n. 1, p. 46
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Financial Innovations and the Actual Crisis.
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- Ovidius University Annals, Series Economic Sciences, 2012, v. 12, n. 2, p. 530
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Correlation at First Sight.
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- Economic Notes, 2005, v. 34, n. 2, p. 155, doi. 10.1111/j.0391-5026.2005.00148.x
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- Article
Semi-analytic Approaches to Collateralized Debt Obligation Modelling.
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- Economic Notes, 2004, v. 33, n. 2, p. 233, doi. 10.1111/j.0391-5026.2004.00131.x
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- Article
Structured Finance and the Social Contract: How Tranching Challenges Contractualist Approaches to Financial Risk.
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- Business Ethics Quarterly, 2019, v. 29, n. 1, p. 1, doi. 10.1017/beq.2018.18
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Die Veröffentlichung der Eigengeschäfte von Führungskräften.
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- Zeitschrift für Bankrecht und Bankwirtschaft, 2024, v. 36, n. 3, p. 181, doi. 10.15375/zbb-2024-0304
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- Article
NALIZA KREDITNE SPOSOBNOSTI PREDUZECA "ALFA" DOO ZVORNIK.
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- Business Consultant / Poslovni Konsultant, 2011, v. 3, n. 13/14, p. 90
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SECURITIZATION - GREAT BENEFITS AND POTENCIAL CAUSE OF THE GLOBAL FINANCIAL CRISIS.
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- Megatrend Review / Megatrend Revija, 2013, v. 10, n. 4, p. 115
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Kuresel Finansal Krizi (2007-?) Ortaya Cıkaran Nedenler, Krizin Etkileri, Krizden Kısmi Cıkıs Ve Mevcut Durum.
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- Journal of Accounting & Finance / Muhasebe ve Finansman Dergisi, 2011, n. 52, p. 121
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The Great American Housing Bubble: What Went Wrong and How We Can Protect Ourselves in the Future: Adam J. Levitin and Susan M. Wachter(2020). Harvard University Press. 380 pages. $45.00 (hardcover).
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- 2021
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- Book Review
FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK.
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- International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 4, p. 1, doi. 10.1142/S0219024921500217
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- Article
RISE AND FALL OF SYNTHETIC CDO MARKET: LESSONS LEARNED.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 8, p. -1, doi. 10.1142/S0219024917500522
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RELATING TOP-DOWN WITH BOTTOM-UP APPROACHES IN THE EVALUATION OF ABS WITH LARGE COLLATERAL POOLS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 2, p. 1250011-1, doi. 10.1142/S0219024912500112
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- Article
CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 1, p. 1250008-1, doi. 10.1142/S0219024911006462
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NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs.
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- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 6, p. 979, doi. 10.1142/S0219024910006078
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Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market.
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- Review of Quantitative Finance & Accounting, 2016, v. 47, n. 2, p. 273, doi. 10.1007/s11156-015-0501-9
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Could Better Accounting Have Prevented the Current Liquidity Crisis?
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- Journal of Financial Service Professionals, 2008, v. 62, n. 1, p. 6
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Pricing k realization derivatives and collateralized debt obligation with multivariate Fréchet copula.
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- Frontiers of Mathematics in China, 2016, v. 11, n. 6, p. 1419, doi. 10.1007/s11464-016-0537-8
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IS FINANCIAL REGULATION STRUCTURALLY BIASED TO FAVOR DEREGULATION?
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- Southern California Law Review, 2013, v. 86, n. 2, p. 365
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DEFINING SECURITIZATION.
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- Southern California Law Review, 2012, v. 85, n. 5, p. 1229
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- Article
CREDIT RISK DEPENDENCE MODELING FOR COLLATERALIZED DEBT OBLIGATIONS.
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- Economic Computation & Economic Cybernetics Studies & Research, 2013, v. 47, n. 4, p. 1
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- Article