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Collateralized Debt Obligations

Marcantoni, Enrico
Collateralized Debt Obligations
The author focuses on a method to price Collateralized Debt Obligations (CDO) tranches. The original method is developed by Castagna, Mercurio and Mosconi in 2012. The Thesis provides an extension of the original work by generalizing the Gaussian dependence in terms of Copula functions. In particular the model is rewritten for the specific case of the Clayton copula. The method is applied to price the tranches of a CDX. By comparing the tranch...

CHF 69.00

Lewis Acid-Assisted Stereoselective Synthesis

Marcantoni, Enrico
Lewis Acid-Assisted Stereoselective Synthesis
The practical aspects of Lewis acid-assisted stereoselective synthesis, basic principles of Lewis-acid catalysis, stereoisomerism, chemical selectivity and stereoselectivity are the focus of this work. It is aimed at organic-synthetic professionals employing stereoselective Lewis acid catalysts, who wish to increase their understanding and odds of successful outcomes. Intended for researchers, graduate-level or advanced undergrads with a thoro...

CHF 179.00