In this paper, we address the crucial problems of parameters estimation of Collateralized Debt Obligation (CDO). We present a methodology for fair spread estimation of reconstituted (CDO) from European market data. A fundamental part of the pricing framework is the estimation of default probabilities and the structure of dependency. We present a copula based simulation procedure for pricing CDO...

The title compound, {(C(2)H(10)N(2))[Cd(2)(HPO(4))(3)]·H(2)O}(n), was synthesized under hydro-thermal conditions. The structure of this hybrid compound consists of CdO(6), CdO(5) and PO(4) polyhedra arranged so as to build an anionic inorganic layer, namely [Cd(2)(HPO(4))(3)](2-), parallel to the ab plane. The edge-sharing CdO(6) octa-hedra form infinite chains running along the a axis and are ...

Most unsupervised image anomaly localization methods suffer from overgeneralization because of the high generalization abilities convolutional neural networks, leading to unreliable predictions. To mitigate overgeneralization, this study proposes collaboratively optimize normal and abnormal feature distributions with assistance synthetic anomalies, namely collaborative discrepancy optimization ...

The revaluation of collateralized debt obligations (CDOs) plays a significant role in the ongoing 2007-2009 credit crisis. Starting in August 2007, a large amount of initially AAA rated CDO securities are substantially downgraded, some directly to junk grade. This paper explores two structural sources of CDO mispricing: modeling difficulty and data limitation. Simulating the frailty correlated ...

We report the mechanical and tribological properties of transparent conductive oxide CdO+SnO2 coatings. The films were deposited on glass substrates by the sol-gel technique using, as precursor solution, a mixture of CdO and SnO2 solutions obtained at room temperature. Depending on the Sn atomic concentration percentage values the X-ray diffraction patterns show three types of films constituted...

During the past decade, a structured financial product called “Collateralized Debt Obligation (CDO)” has been drawing much attention of researchers and practitioners, and is now traded with growing liquidity. However, the approach for CDO pricing has been rather limited in the literature, largely because it is necessary to evaluate the time dependent distribution of the underlying cumulative lo...

grinding (solvent-free) method was used as a superior technique to prepare mesoporous photocatalysts of zno, zns, zno / zns, cdo, cds and cdo / cds-sba-15. in this technique, the nitrate, acetate and chloride salts of zinc and/or cadmium were grinded with as-synthesized sba-15 as a mesoporous material. the controllable sulfurationis was used to prepare zns, zno/zns, cds and cdo/cds-sba-15 at te...

With analyzing the characteristics about Asset Management Company non-performing assets (NPAs) disposal, this article discussed the AMC’s non-performing assets with securitization disposal. Simultaneously, the AMC assets CDO multiple tranches structure was designed according to AMC reality in China. And the key problems in the CDO structure such as cash stream, credit lifting were discussed. Fi...

The group has developed high quality Cadmium Oxide (CdO) based transparent conductors (TCO) thin films with excellent electrical and optical properties using radio frequency magnetron sputtering method. They demonstrated a significant improvement in the photon flux transmitted through CdO:In compared with commercial Fluorine doped Tin oxide (FTO) for PV technologies relying on the infrared part...