Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Markose Sheri, Oluwasegun Bewaji, Simone Giansante

Research output: Chapter or section in a book/report/conference proceedingChapter or section

Original languageEnglish
Title of host publicationSimulation in Computational Finance and Economics
Subtitle of host publicationTools and Emerging Applications
EditorsB Alexandrova-Kabadjova, S Martinez-Jaramillo, L Garcia-Almanza, E Tsang
PublisherIGI Global
ISBN (Print)9781466620117
Publication statusPublished - Aug 2012

Cite this