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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
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Variable Maturity GiantFirstLoss Trade Valuation

descriptionPublicationkeyboard_double_arrow_right Presentation 01 Dec 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7387866 , 10.5281/zenodo.7387865

Variable Maturity GiantFirstLoss Trade Valuation

Abstract

A variable maturity GiantFirstLoss trade has a non-vanilla collateral debt obligation (CDO) structure, in which the maturities of the obligors in the underlying collateral pool can be different from the trade maturity.

https://ia904705.us.archive.org/20/items/hw-vol/HwVol.pdf

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Variable Maturity GiantFirstLoss Trade Valuation

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selected citations
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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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