Economy & Finance CDS and Loss function: CDO Tranches

1. Advanced tools for Risk Management and Asset PricingGroup assignment - a.a. 2011-2012Giulio Laudani (1256809)Alberto Manassero (1248376)Marco Micieli (1255470)June 8,…

Documents Gat Hazard Rate From Spread_must Read

Electronic copy available at: http://ssrn.com/abstract=2042177 ON BOOTSTRAPPING HAZARD RATES FROM CDS SPREADS GIUSEPPE CASTELLACCI, PHD Abstract. We present a simple procedure…

Documents Risk Assessment Public Meeting - 4/9/03 1 Premarketing Risk Assessment: Considerations for Data...

Premarketing Risk Assessment: Considerations for Data Analysis and Data Presentation Ellis F. Unger, M.D. Division of Clinical Trial Design and Analysis Office of Therapeutics…