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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. IGI Global.

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Official URL:

http://www.igi-global.com/book/simulation-computational-finance-economics/64901

Details

Item Type Book Sections
CreatorsSheri, M., Bewaji, O. and Giansante, S.
EditorsAlexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. and Tsang, E.
DOI10.4018/978-1-4666-2011-7
DepartmentsSchool of Management
StatusPublished
ID Code30037

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