Global ETD Search
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Showing 1 to 3 of 3 for “"Collateralized debt obligations"”.
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Copulas for credit derivative pricing and other applications.
… the estimation of default risk in the context of collateralized debt obligations. Credit risk is a particularly important application of copulas, and given the current global financial crisis, there is great motivation to improve the way these functions are applied. We compose distortion functions …
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Mathematical Models For Swing Options And Subprime Mortgage Derivatives.
… options on large credit portfolios such as Collateralized Debt Obligations of subprime Asset Backed Securities / Home Equity Loans.
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Structured Finance and Its Effects on Macroeconomic Stability
<p>The tools and techniques of structured finance have changed banking remarkably over the past twenty years. This area grew to become larger than the sum total of traditional banking deposits in 2007. Despite this, the field is poorly understood and its connection to macroeconomic stability was …