Correlation breakdown in the valuation of collateralized fund obligations

U Ansejo, M Escobar, A Bergara… - The Journal of …, 2006 - search.proquest.com
In a collateralized fund obligation (CFO) several hedge funds are pooled in a fund that is in
turn, securitized. Since the first securitization of a fund of hedge funds, launched in June 2002…

[PDF][PDF] Cornish-Fisher Distributions Theory and Financial Applications

UA Barra - 2006 - uv.es
Every financial theory is based on a model about the statistical nature of fluctuations of financial
variables, being normality the standard statistical assumption in this area. In this work we …

[PDF][PDF] The cross-border spillover effect of credit rating events on sovereign CDS: evidence on the emerging markets

L Ballester, M del Ama Aramburu… - … the Book of Abstracts of the … - iris.luiss.it
During the last decade, sovereign credit ratings and their impact on sovereign debt have
received considerable attention, playing a pivotal role especially for emerging market …

Correction to: Clinical features, ventilatory management, and outcome of ARDS caused by COVID-19 are similar to other causes of ARDS

C Ferrando, F Suarez-Sipmann… - Intensive Care …, 2021 - Springer
The original version of this article unfortunately contained mistakes in Figures 1 and 3.

Building Local Correlation Models for Analytical Pricing

M Escobar-Anel - 2023 - preprints.org
This short paper reveals a simple methodology to create local-correlation models suitable for
the closed-form pricing of multi-asset financial derivatives. The multivariate models are built …

Electroactive materials surface charge impacts neuron viability and maturation in 2D cultures

T Marques-Almeida, C Ribeiro, I Irastorza… - … Applied Materials & …, 2023 - ACS Publications
Since neurons were first cultured outside a living organism more than a century ago, a number
of experimental techniques for their in vitro maintenance have been developed. These …

Translating cell therapies for neurodegenerative diseases: Huntington's disease as a model disorder

AE Rosser, ME Busse, WP Gray, RA Badin, AL Perrier… - Brain, 2022 - academic.oup.com
There has been substantial progress in the development of regenerative medicine strategies
for CNS disorders over the last decade, with progression to early clinical studies for some …

[BOOK][B] IoT and Data Science in Engineering Management: Proceedings of the 16th International Conference on Industrial Engineering and Industrial Management …

FPG Márquez, IS Ramírez, PJB Sánchez, AM del Río - 2023 - books.google.com
This book presents the selected research works from the 16th International Conference on
Industrial Engineering and Industrial Management in 2022. The conference was promoted by …

[HTML][HTML] Analysis of the impact of handling and culture on the expansion and functionality of NK cells

S Martin-Iglesias, L Herrera, S Santos… - Frontiers in …, 2023 - frontiersin.org
Natural killer (NK) cells are lymphocytes of the innate immune system that play a key role in
the elimination of tumor and virus-infected cells. Unlike T cells, NK cell activation is governed …

Publisher Correction: Early corticosteroids are associated with lower mortality in critically ill patients with COVID‑19: a cohort study

P Monedero, A Gea, P Castro, AM Candela‑Toha… - Critical Care, 2023 - Springer
Following publication of the original article [1], the authors identified errors in the authorship
which was caused by the publisher. Collaborating authors part of the COVID-19 Spanish …