Rating agencies as gatekeepers to the capital market: Practical implications of 40 years of research
T Lagner, D Knyphausen‐Aufseß - … Markets, Institutions & …, 2012 - Wiley Online Library
This paper gives an extensive overview on the avenues academic research has taken in
exploring the role of credit ratings. In doing so, it relies on a strict methodological approach …
exploring the role of credit ratings. In doing so, it relies on a strict methodological approach …
Copula based simulation procedures for pricing basket Credit Derivatives
This paper deals with the impact of structure of dependency and the choice of procedures for
rare-event simulation on the pricing of multi-name credit derivatives such as nth to default …
rare-event simulation on the pricing of multi-name credit derivatives such as nth to default …
Copula based simulation procedures for pricing collateralised debt obligations
The aim of this paper is to study the impact of structure of dependency on the pricing of multi-
name credit derivatives such as collateralised debt obligations (CDO). The correlation …
name credit derivatives such as collateralised debt obligations (CDO). The correlation …
金融衍生品案例研究: 高盛金融欺诈案
李欣婷， 闫妍， 薛欣 - 管理评论, 2012 - cqvip.com
高盛集团因金融欺诈被美国证券交易委员会起诉, 原因是高盛集团在销售一款合成担保债务凭证
ABACUS2007-AC1 时有误导性陈述, 导致投资者巨额亏损. 本文重点对案例中涉及的金融衍生 …
ABACUS2007-AC1 时有误导性陈述, 导致投资者巨额亏损. 本文重点对案例中涉及的金融衍生 …