Abstract. We study default contagion in large homogeneous credit portfolios. Using data from the iTraxx Europe series, two synthetic CDO portfolios are calibrated against their tranche spreads, index CDS spreads and average CDS spreads, all with five year maturity. After the calibrations, which render perfect fits, we investigate the implied expected ordered defaults times, implied default corr...

An ab initio pseudopotential method based on density functional theory, generalized gradient corrections to exchange and correlation, and projector-augmented waves is used to investigate structural, energetical, electronic, and optical properties of MgO, ZnO, and CdO in rocksalt, cesium chloride, zinc blende, and wurtzite structure. In the case of MgO we also examine the nickel arsenide structu...

Hedgehog (Hh) signaling is critical for patterning and growth during mammalian embryogenesis. Transcriptional profiling identified Growth-arrest-specific 1 (Gas1) as a general negative target of Shh signaling. Data presented here define Gas1 as a novel positive component of the Shh signaling cascade. Removal of Gas1 results in a Shh dose-dependent loss of cell identities in the ventral neural t...

The {ZnO/CdO}30 superlattices (SLs) series were grown at different temperatures (350–550 °C) on m-plane Al2O3 substrates by molecular beam epitaxy. structural properties of SLs investigated using high resolution XRD and TEM methods. periodic structure the obtained was confirmed cross-sectional images. Satellite peaks (S1, S2, S3...) surrounding main zero-order peak (S0) characteristic superlatt...

This paper develops numerical approximations for pricing collateralized debt obligations (CDOs) and other portfolio credit derivatives in the multifactor Normal Copula model. A key aspect of pricing portfolio credit derivatives is capturing dependence between the defaults of the elements of the portfolio. But, compared with an independent-obligor model, pricing in a model with correlated defaul...

Collateralized debt obligation (CDO) has been one of the most commonly used structured financial products and is intensively studied in quantitative finance. By setting asset pool into different tranches, it effectively works out redistributes credit risks returns to meet risk preferences for tranche investors. The copula models various kinds are normally pricing CDOs, Monte Carlo simulations r...

The title compound, Cd(2)P(4)O(12), dicadmium cyclo-tetra-phosphate, crystallizes isotypically with the members of the series M(II) (2)P(4)O(12), where M = Mg, Mn, Fe, Co, Ni or Cu. Two CdO(6) octa-hedra, one with 2 and one with symmetry, share corners with the centrosymmetric P(4)O(12) (4-) ring anion that is built up from four corner-sharing PO(4) tetra-hedra. The isolated ring anions are arr...

Chief Digital Officers (CDOs) are establishing themselves as new executives at the top management level of companies that go through a digital transformation. The full article is based on six case studies of CDOs and describes how they fulfill their positions. Five of the cases are from the “CDO Recommended” region of the figure and one from the “CDO Can be Helpful” region. From these cases, we...

Resumo Pesquisas de levantamento (survey) em Psicologia utilizando coleta dados on-line (CDO) se tornaram muito populares no Brasil devido a sua facilidade e capacidade reunir muitos participantes. Essa nova prática, entanto, necessita uma metodologia própria levanta questões éticas importantes. Problematiza-se, neste artigo, questão referente à inexistência diretrizes brasileiras que estabelec...

Thiourea (Th)-doped CdO thin films were deposited on glass and crystalline p-type Si (100) substrates for various Th doping concentrations (0.3, 0.5 0.7 at.%) using spin coating method. Some structural parameters, such as the crystallite size, lattice constant, dislocation density ([Formula: see text]) strain in obtained from XRD analysis which polycrystalline structure with cubic nature (111) ...