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There are 69382 results for: content related to: The formula that killed Wall Street

  1. Stress Testing and the Mistakes of the Crisis

    Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators

    Massimo Morini, Pages: 111–169, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467312.ch3

  2. Did Subjectivity Play a Role in CDO Credit Ratings?

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1293–1328, JOHN M. GRIFFIN and DRAGON YONGJUN TANG

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01748.x

  3. Introduction to collateralized debt obligations

    Credit Derivatives and Structured Credit Trading, Revised Edition

    Vinod Kothari, Pages: 167–202, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390412.ch11

  4. Collateralized Debt Obligations

    Chapter

    Handbook of Finance

    Douglas J. Lucas, Laurie S. Goodman and Frank J. Fabozz1

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001042

  5. Collateralized Debt Obligations

    Securitization: The Financial Instrument of the Future

    Vinod Kothari, Pages: 413–460, 2012

    Published Online : 20 MAR 2012, DOI: 10.1002/9781118390429.ch17

  6. Introduction to Collateralized Debt Obligations

    Introduction to Securitization

    Frank J. Fabozzi, Vinod Kothari, Pages: 209–228, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266892.ch11

  7. Pricing CDOs with a Smile: The Local Correlation Model

    Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling

    Julien Turc, Philippe Very, Pages: 235–250, 2012

    Published Online : 3 JAN 2012, DOI: 10.1002/9781118266915.ch9

  8. A Simple Dynamic Model for Pricing and Hedging Heterogeneous CDOs

    Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

    Tomasz R. Bielecki, Damiano Brigo, Fédéric Patras, Pages: 71–103, 2012

    Published Online : 7 SEP 2012, DOI: 10.1002/9781118531839.ch4

  9. Credit Default Swaps

    Financial Derivatives: Pricing and Risk Management

    Robert W. Kolb, James A. Overdahl, Pages: 177–198, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266403.ch13

  10. The One-Factor Gaussian Copula (OFGC) Model—Too Simplistic?

    Correlation Risk Modeling and Management An Applied Guide Including the Basel III Correlation Framework - with Interactive Correlation Models in Excel®/VBA

    Gunter Meissner, Pages: 119–142, 2013

    Published Online : 13 DEC 2013, DOI: 10.1002/9781118809204.ch06

  11. Trust-Preferred CDOs

    Developments in Collateralized Debt Obligations: New Products and Insights

    Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi, Rebecca J. Manning, Pages: 139–167, 2015

    Published Online : 19 SEP 2015, DOI: 10.1002/9781119197768.ch8

  12. Global Inequality, Wealth Concentration and the Subprime Crisis: A Marxian Commodity Theory Analysis

    Development and Change

    Volume 42, Issue 1, January 2011, Pages: 183–208, Photis Lysandrou

    Version of Record online : 26 JAN 2011, DOI: 10.1111/j.1467-7660.2010.01680.x

  13. Cash versus Synthetic Arbitrage CDOs

    Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization, Second Edition

    Janet M. Tavakoli, Pages: 193–246, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118268230.ch9

  14. Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants

    European Financial Management

    Volume 18, Issue 5, November 2012, Pages: 950–969, Valerio Buscaino, Stefano Caselli, Francesco Corielli and Stefano Gatti

    Version of Record online : 13 JUL 2010, DOI: 10.1111/j.1468-036X.2010.00560.x

  15. Project Finance Collateralized Debt Obligations: What? Why? Now?

    Structured Finance and Insurance: The ART of Managing Capital and Risk

    Christopher L. Culp, Pages: 689–697, 2015

    Published Online : 21 AUG 2015, DOI: 10.1002/9781119201243.ch32

  16. You have free access to this content
    Appendix B: Ratings

    Securitization and Structured Finance Post Credit Crunch: A Best Practice Deal Lifecycle Guide

    Markus Krebsz, Pages: 405–429, 2012

    Published Online : 25 MAY 2012, DOI: 10.1002/9781119973812.app2

  17. Collateralized Debt Obligations (CDO)

    Standard Article

    Encyclopedia of Quantitative Finance

    Richard Bruyere and Christophe Jaeck

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf10012

  18. The Subprime Panic

    European Financial Management

    Volume 15, Issue 1, January 2009, Pages: 10–46, Gary Gorton

    Version of Record online : 25 DEC 2008, DOI: 10.1111/j.1468-036X.2008.00473.x

  19. The Credit Crunch and CDOs

    Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization, Second Edition

    Janet M. Tavakoli, Pages: 405–427, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118268230.ch17

  20. A method for designing CDO conformed to investment parameters

    Electrical Engineering in Japan

    Volume 161, Issue 4, December 2007, Pages: 20–28, Tatsuya Nakae, Toshiyuki Moritsu and Norihisa Komoda

    Version of Record online : 21 AUG 2007, DOI: 10.1002/eej.20581