Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis
Reference:
Sheri, M., Bewaji, O. and Giansante, S., 2012. Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis. In: Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. and Tsang, E., eds. Simulation in Computational Finance and Economics: Tools and Emerging Applications. IGI Global.
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Official URL:
http://www.igi-global.com/book/simulation-computational-finance-economics/64901
Details
| Item Type | Book Sections |
| Creators | Sheri, M., Bewaji, O. and Giansante, S. |
| Editors | Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. and Tsang, E. |
| DOI | 10.4018/978-1-4666-2011-7 |
| Departments | School of Management |
| Status | Published |
| ID Code | 30037 |
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