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searching for synthetic CDO 3 found (104 total)

Tricadia Capital (398 words) [view diff] exact match in snippet view article find links to article

Management, LLC was the first North American organization to issue a "synthetic CDO-squared" deal, which it did in conjunction with Citibank. "Investment

Normal-inverse Gaussian distribution (905 words) [view diff] exact match in snippet view article find links to article

Bernd Schmid, Ralf Werner, The Normal inverse Gaussian distribution for synthetic CDO pricing, Journal of Derivatives 2007 Paolella, Marc S (2007). Intermediate

Damiano Brigo (4,859 words) [view diff] exact match in snippet view article find links to article

342-361, doi: 10.1111/faam.12036 Cui, Q., & Ma, Y. (2014). Pricing synthetic CDO with MGB2 distribution. Statistics and Its Interface, 7(3), 309-318