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Presentation . 2022
License: CC BY
Data sources: Datacite
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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Other literature type . 2022
License: CC BY
Data sources: ZENODO
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Forward Starting CDO Valuation

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 28 Nov 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7374357 , 10.5281/zenodo.7374358

Forward Starting CDO Valuation

Abstract

The forward starting CDO (FSCDO) valuation model serves the purpose of pricing a forward starting CDO (FSCDO) tranche. An FSCDO trade is defined as an agreement to enter into a CDO trade at some time in the future. Unlike a usual forward starting instrument in the interest rate world, the obligors in the collateral pool of the FSCDO may default before the forward starting date, which makes the pricing of such trades complicated.

https://ia601507.us.archive.org/23/items/gicPricing/gicPricing.pdf

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Forward Starting CDO Valuation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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