Matches in SemOpenAlex for { <https://semopenalex.org/work/W1979930137> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W1979930137 endingPage "342" @default.
- W1979930137 startingPage "335" @default.
- W1979930137 abstract "Collateralized Debt Obligations (CDOs) are sophisticated financial products that offer a range of investments, known as tranches, at varying risk levels backed by a collateral pool typically consisting of corporate debt (bonds, loans, default swaps, etc.). The analysis of the risk-return properties of CDO tranches is complicated by the highly nonlinear and time dependent relationship between the cash flows to the tranche and the underlying collateral performance. This paper describes a multiple time step simulation approach that tracks cash flows over the life of a CDO deal to determine the risk characteristics of CDO tranches." @default.
- W1979930137 created "2016-06-24" @default.
- W1979930137 creator A5070661889 @default.
- W1979930137 date "2003-12-07" @default.
- W1979930137 modified "2023-09-24" @default.
- W1979930137 title "Simulation methodology for collateralized debt and real options: simulation methods for risk analysis of collateralized debt obligations" @default.
- W1979930137 cites W146835709 @default.
- W1979930137 cites W1505682256 @default.
- W1979930137 cites W1537855935 @default.
- W1979930137 cites W2015226315 @default.
- W1979930137 cites W2105973145 @default.
- W1979930137 cites W2282382832 @default.
- W1979930137 cites W3125196838 @default.
- W1979930137 cites W401341285 @default.
- W1979930137 doi "https://doi.org/10.5555/1030818.1030865" @default.
- W1979930137 hasPublicationYear "2003" @default.
- W1979930137 type Work @default.
- W1979930137 sameAs 1979930137 @default.
- W1979930137 citedByCount "3" @default.
- W1979930137 crossrefType "proceedings-article" @default.
- W1979930137 hasAuthorship W1979930137A5070661889 @default.
- W1979930137 hasConcept C10138342 @default.
- W1979930137 hasConcept C120527767 @default.
- W1979930137 hasConcept C144133560 @default.
- W1979930137 hasConcept C162118730 @default.
- W1979930137 hasConcept C163428354 @default.
- W1979930137 hasConcept C178350159 @default.
- W1979930137 hasConcept C2777910564 @default.
- W1979930137 hasConcept C2781271063 @default.
- W1979930137 hasConcept C44309892 @default.
- W1979930137 hasConcept C69738904 @default.
- W1979930137 hasConcept C73283319 @default.
- W1979930137 hasConcept C86537402 @default.
- W1979930137 hasConceptScore W1979930137C10138342 @default.
- W1979930137 hasConceptScore W1979930137C120527767 @default.
- W1979930137 hasConceptScore W1979930137C144133560 @default.
- W1979930137 hasConceptScore W1979930137C162118730 @default.
- W1979930137 hasConceptScore W1979930137C163428354 @default.
- W1979930137 hasConceptScore W1979930137C178350159 @default.
- W1979930137 hasConceptScore W1979930137C2777910564 @default.
- W1979930137 hasConceptScore W1979930137C2781271063 @default.
- W1979930137 hasConceptScore W1979930137C44309892 @default.
- W1979930137 hasConceptScore W1979930137C69738904 @default.
- W1979930137 hasConceptScore W1979930137C73283319 @default.
- W1979930137 hasConceptScore W1979930137C86537402 @default.
- W1979930137 hasLocation W19799301371 @default.
- W1979930137 hasOpenAccess W1979930137 @default.
- W1979930137 hasPrimaryLocation W19799301371 @default.
- W1979930137 hasRelatedWork W1503651115 @default.
- W1979930137 hasRelatedWork W1584684519 @default.
- W1979930137 hasRelatedWork W1605320742 @default.
- W1979930137 hasRelatedWork W1991903804 @default.
- W1979930137 hasRelatedWork W2016606024 @default.
- W1979930137 hasRelatedWork W2037233732 @default.
- W1979930137 hasRelatedWork W2080976455 @default.
- W1979930137 hasRelatedWork W2081515155 @default.
- W1979930137 hasRelatedWork W2097213848 @default.
- W1979930137 hasRelatedWork W2125358147 @default.
- W1979930137 hasRelatedWork W2129525667 @default.
- W1979930137 hasRelatedWork W2145042785 @default.
- W1979930137 hasRelatedWork W2416191360 @default.
- W1979930137 hasRelatedWork W2434318279 @default.
- W1979930137 hasRelatedWork W2438298271 @default.
- W1979930137 hasRelatedWork W2754538836 @default.
- W1979930137 hasRelatedWork W3022635382 @default.
- W1979930137 hasRelatedWork W3128866371 @default.
- W1979930137 hasRelatedWork W36995345 @default.
- W1979930137 hasRelatedWork W2156906640 @default.
- W1979930137 isParatext "false" @default.
- W1979930137 isRetracted "false" @default.
- W1979930137 magId "1979930137" @default.
- W1979930137 workType "article" @default.