Search results for "cdo"

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