Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
91 | Xian Hua Peng, Steven S. G. Kou |
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model. |
WSC |
2008 |
DBLP DOI BibTeX RDF |
|
88 | Pierre Flener, Justin Pearson, Luis G. Reyna, Olof Sivertsson |
Design of Financial CDO Squared Transactions Using Constraint Programming. |
Constraints An Int. J. |
2007 |
DBLP DOI BibTeX RDF |
Financial mathematics, Credit derivatives, Collateralised debt obligation (CDO), CDO squared, Portfolio design (PD), Optimal portfolio design (OPD), Balanced incomplete block design (BIBD), Embedding, Constraint programming |
70 | William J. Morokoff |
Simulation of risk and return profiles for portfolios of CDO tranches. |
WSC |
2005 |
DBLP DOI BibTeX RDF |
|
64 | Svenja Hager, Rainer Schöbel |
Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms. |
International Conference on Computational Science (4) |
2006 |
DBLP DOI BibTeX RDF |
|
64 | William J. Morokoff |
Simulation methodology for collateralized debt and real options: simulation methods for risk analysis of collateralized debt obligations. |
WSC |
2003 |
DBLP DOI BibTeX RDF |
|
54 | Yu Nie, Hongyun Zhang, Richard Y. Wang, John R. Talburt |
Impact of Appointing a Chief Data Officer (CDO) on Firm Performance: Relationahsips Among CDO Appointment, Tenure, Duality, and Firm Performance. |
ICIQ |
2017 |
DBLP BibTeX RDF |
|
43 | Yajun Kou, Wu-Sheng Lu, Andreas Antoniou |
Peak-to-average power-ratio reduction for OFDM systems based on method of conditional probability and coordinate descent optimization. |
ISCAS |
2006 |
DBLP DOI BibTeX RDF |
|
43 | Thierry J.-F. Omnés, Francky Catthoor, Thierry Franzetti |
Multi-dimensional Selection Techniques for Minimizing Memory Bandwidth in High-Throughput Embedded Systems. |
HiPC |
2000 |
DBLP DOI BibTeX RDF |
|
32 | Dharmendra P. Gupta, Paul Chow |
Acceleration of an analytical approach to collateralized debt obligation pricing. |
FPGA |
2010 |
DBLP DOI BibTeX RDF |
cdo, financial simulation |
27 | Hisham A. Shehadeh |
Chernobyl disaster optimizer (CDO): a novel meta-heuristic method for global optimization. |
Neural Comput. Appl. |
2023 |
DBLP DOI BibTeX RDF |
|
27 | Andrea Back, Udo Bub, David M. Wagner |
Organisationale Ambidextrie für Digitale Transformation gezielt entwickeln - Konzeption des "CDO-CIO Do-it Kit" auf Basis eines Reifegradansatzes. |
HMD Prax. Wirtsch. |
2022 |
DBLP DOI BibTeX RDF |
|
27 | Anna Hermes, René Riedl |
Chief Digital Officer (CDO): Literaturanalyse und Handlungsempfehlungen für die Praxis. |
HMD Prax. Wirtsch. |
2022 |
DBLP DOI BibTeX RDF |
|
27 | Shuanghong Qu, Lingxian Meng, Hua Li |
Application of RQMC for CDO Pricing with Stochastic Correlations under Nonhomogeneous Assumptions. |
Complex. |
2022 |
DBLP DOI BibTeX RDF |
|
27 | Ruben R. Salas, Carla Fernandez-Corrales |
Does a CDO enhance Company Inventiveness? An Empirical Study on new Managerial Positions and Innovation. |
AMCIS |
2022 |
DBLP BibTeX RDF |
|
27 | Verena Hossnofsky, Sebastian Junge, Lorenz Graf-Vlachy |
If and where: Environmental antecedents of CDO adoption. |
WiFo |
2021 |
DBLP BibTeX RDF |
|
27 | Kota Tohno, Ryo Nakamura, Noriaki Kamiyama |
On Design of Caching Threshold of Caching Strategy CDO for ICN. |
ICOIN |
2021 |
DBLP DOI BibTeX RDF |
|
27 | Manuela Walchshofer, René Riedl |
Der Chief Digital Officer (CDO): Eine empirische Untersuchung. |
HMD Prax. Wirtsch. |
2017 |
DBLP DOI BibTeX RDF |
|
27 | |
CDO - Mission possible? |
Wirtschaftsinformatik Manag. |
2017 |
DBLP DOI BibTeX RDF |
|
27 | Anna Singh, Philipp Barthel, Thomas Hess |
Der CDO als Komplement zum CIO. |
Wirtschaftsinformatik Manag. |
2017 |
DBLP DOI BibTeX RDF |
|
27 | Seth Earley |
The Evolving Role of the CDO. |
IT Prof. |
2017 |
DBLP DOI BibTeX RDF |
|
27 | A. A. Dakhel |
Improving carrier mobility with vanadium doping of transparent conducting CdO. |
Microelectron. Reliab. |
2017 |
DBLP DOI BibTeX RDF |
|
27 | Liu Wenqiong, Shenghong Li 0003 |
Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models. |
Appl. Math. Comput. |
2016 |
DBLP DOI BibTeX RDF |
|
27 | Barbara Choros-Tomczyk, Wolfgang Karl Härdle, Ostap Okhrin |
A semiparametric factor model for CDO surfaces dynamics. |
J. Multivar. Anal. |
2016 |
DBLP DOI BibTeX RDF |
|
27 | Luis Ortiz-Gracia |
Efficient wavelets-based valuation of synthetic CDO tranches. |
J. Comput. Appl. Math. |
2016 |
DBLP DOI BibTeX RDF |
|
27 | Kyoo-Sung Noh |
A study on the position of CDO for improving competitiveness based big data in cluster computing environment. |
Clust. Comput. |
2016 |
DBLP DOI BibTeX RDF |
|
27 | Daniel Seybold, Jörg Domaschka, Alessandro Rossini, Christopher B. Hauser, Frank Griesinger, Athanasios Tsitsipas |
Experiences of models@run-time with EMF and CDO. |
SLE |
2016 |
DBLP BibTeX RDF |
|
27 | Anna Horlacher |
Co-Creating Value - the Dyadic CDO-CIO Relationship during the Digital Transformation. |
ECIS |
2016 |
DBLP BibTeX RDF |
|
27 | Shangfu Peng, Hanan Samet |
CDO: extremely high-throughput road distance computations on city road networks. |
SIGSPATIAL/GIS |
2016 |
DBLP DOI BibTeX RDF |
|
27 | Ingmar Haffke, Bradley James Kalgovas, Alexander Benlian |
The Role of the CIO and the CDO in an Organization's Digital Transformation. |
ICIS |
2016 |
DBLP BibTeX RDF |
|
27 | Xabier De Carlos, Goiuria Sagardui, Salvador Trujillo |
Two-Step Transformation of Model Traversal EOL Queries for Large CDO Repositories. |
FASE |
2016 |
DBLP DOI BibTeX RDF |
|
27 | Rajneesh Chaurasiya, Md Shahzad Khan, Anurag Srivastava |
Shape Dependent Structural Stability, Electronic and Optical Properties of CdO Nanowire. |
iNIS |
2015 |
DBLP DOI BibTeX RDF |
|
27 | Gilbert Kowarzyk, Normand Bélanger, David Haccoun, Yvon Savaria |
Optimizing the Parallel Tree-Search for Finding Shortest-Span Error-Correcting CDO Codes. |
IEEE Trans. Parallel Distributed Syst. |
2014 |
DBLP DOI BibTeX RDF |
|
27 | Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar |
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. |
Comput. Manag. Sci. |
2014 |
DBLP DOI BibTeX RDF |
|
27 | F. Xu, H. Y. Zhang, W. Huang |
Do CDOs Matter? Assessing the Value of CDO Presence in Firm Performance. |
ICIQ |
2014 |
DBLP BibTeX RDF |
|
27 | Charles S. Tapiero, Daniel Totouom-Tangho |
CDO: A modeling prospective. |
Risk Decis. Anal. |
2012 |
DBLP DOI BibTeX RDF |
|
27 | Zheng Zhi Shun, Tsutomu Maruyama |
FPGA acceleration of CDO pricing based on correlation expansions. |
SIGARCH Comput. Archit. News |
2012 |
DBLP DOI BibTeX RDF |
|
27 | Zhe Chen, Qunfang Bao, Shenghong Li, Jianli Chen |
Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model. |
Appl. Math. Comput. |
2012 |
DBLP DOI BibTeX RDF |
|
27 | Paul Glasserman, Sira Suchintabandid |
Quadratic Transform Approximation for CDO Pricing in Multifactor Models. |
SIAM J. Financial Math. |
2012 |
DBLP DOI BibTeX RDF |
|
27 | Alexander Kaganov, Asif Lakhany, Paul Chow |
FPGA Acceleration of MultiFactor CDO Pricing. |
ACM Trans. Reconfigurable Technol. Syst. |
2011 |
DBLP DOI BibTeX RDF |
|
27 | Xinzheng Huang, Cornelis W. Oosterlee |
Saddlepoint Approximations for Expectations and an Application to CDO Pricing. |
SIAM J. Financial Math. |
2011 |
DBLP DOI BibTeX RDF |
|
27 | Kuang Haibo, Li Wei, Jian Wang |
AMC Non-Performing Assets Disposal with CDO in China. |
J. Convergence Inf. Technol. |
2010 |
DBLP BibTeX RDF |
|
27 | Jiang-Lun Wu, Wei Yang |
Pricing CDO tranches in an intensity based model with the mean reversion approach. |
Math. Comput. Model. |
2010 |
DBLP DOI BibTeX RDF |
|
27 | Rama Cont, Romain Deguest, Yu Hang Kan |
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration. |
SIAM J. Financial Math. |
2010 |
DBLP DOI BibTeX RDF |
|
27 | Michael B. Walker |
The static hedging of CDO tranche correlation risk. |
Int. J. Comput. Math. |
2009 |
DBLP DOI BibTeX RDF |
|
27 | Diresh Jewan, Renkuan G. Guo, Gareth Witten |
Optimal Bespoke CDO Design via NSGA-II. |
Adv. Decis. Sci. |
2009 |
DBLP DOI BibTeX RDF |
|
27 | Nicole El Karoui, Ying Jiao |
Stein's method and zero bias transformation for CDO tranche pricing. |
Finance Stochastics |
2009 |
DBLP DOI BibTeX RDF |
|
27 | Menghui Cao, William J. Morokoff |
Portfolio Credit Risk Analysis Involving CDO Tranches. |
WSC |
2004 |
DBLP BibTeX RDF |
|
27 | Dave Grundgeiger |
CDO and MAPI programming with Visual Basic - developing mail and messaging applications. |
|
2000 |
RDF |
|
21 | Diresh Jewan, Renkuan G. Guo, Gareth Witten |
Expected Tail Loss Efficient Frontiers for CDOS of Bespoke Portfolios Under One-Factor Copula Marginal Distributions. |
World Congress on Engineering (Selected Papers) |
2008 |
DBLP DOI BibTeX RDF |
Collateralized Debt Obligations, Expected Tail Loss, Efficient Frontiers, Bespoke Portfolio, One-Factor Copula Marginal Distribution |
21 | Virat Agarwal, Lurng-Kuo Liu, David A. Bader |
Financial modeling on the cell broadband engine. |
IPDPS |
2008 |
DBLP DOI BibTeX RDF |
|
21 | Zhiyong Chen, Paul Glasserman |
Approximations and control variates for pricing portfolio credit derivatives. |
WSC |
2007 |
DBLP DOI BibTeX RDF |
|
21 | Michael B. Gordy, Sandeep Juneja 0001 |
Efficient simulation for risk measurement in portfolio of CDOS. |
WSC |
2006 |
DBLP DOI BibTeX RDF |
|
21 | William J. Morokoff |
Simulation analysis of correlation and credit migration models for credit portfolios. |
WSC |
2005 |
DBLP DOI BibTeX RDF |
|
21 | Marina L. Gavrilova |
Empirical Studies of Optimization Techniques in the Event-Driven Simulation of Mechanically Alloyed Materials. |
J. Supercomput. |
2004 |
DBLP DOI BibTeX RDF |
collision detection algorithms, mechanically alloyed materials, parallel processing, computer simulation, optimization problems |
21 | Anna Stein |
SASHA: The Automatic Generation of Rule-based Diagnostic Expert Systems. |
IEA/AIE (Vol. 1) |
1988 |
DBLP DOI BibTeX RDF |
|