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Enemies or Allies: Pricing counterparty credit risk for synthetic CDO tranches

Lee, Y.; So, Leh-chyan - Volkswirtschaftliche Fakultät, … - 2013

This research aims to construct a model for pricing counterparty credit risk (CCR) for synthetic collateralized debt obligation (CDO) tranches by considering the relationship between the counterparty and the credit port- folio. A stochastic intensity model is adopted to describe the default...

Persistent link: https://www.econbiz.de/10011258998

Characterization and electromagnetic response of a ϕ-shaped metamaterial

Tung, N.; Park, J.; Thuy, V.; Lievens, P.; Lee, Y.; Lam, V. - In: The European Physical Journal B - Condensed Matter and … 81 (2011) 3, pp. 263-268

Persistent link: https://www.econbiz.de/10009282472

Tank Model for Sediment Yield

Lee, Y.; Singh, V. - In: Water Resources Management 19 (2005) 4, pp. 349-362

A tank model consisting of three tanks was developed for prediction of runoff and sediment yield. The sediment yield of each tank was computed by multiplying the total sediment yield by the sediment yield coefficients; the yield was obtained by the product of the runoff of each tank and the...

Persistent link: https://www.econbiz.de/10010847272

Time Use and Quality of Life of the Korean Rural Poor

Cho, H.; Lee, K.; Lee, Y.; Kim, O.; Lee, S.; Hong, D.; … - In: Social Indicators Research 93 (2009) 1, pp. 223-227

Persistent link: https://www.econbiz.de/10009402662

The relationship between double-exponential families and extended quasi-likelihood families, with application to modelling Geissler's human sex ratio data

Lee, Y.; Nelder, J. A. - In: Journal of the Royal Statistical Society Series C 49 (2000) 3, pp. 413-419

Persistent link: https://www.econbiz.de/10005334898

Scaling the volatility of GDP growth rates

Canning, D.; Amaral, L. A. N.; Lee, Y.; Meyer, M.; … - In: Economics Letters 60 (1998) 3, pp. 335-341

Persistent link: https://www.econbiz.de/10005307544

Two ways of modelling overdispersion in non-normal data

Lee, Y.; Nelder, J. A. - In: Journal of the Royal Statistical Society Series C 49 (2000) 4, pp. 591-598

Persistent link: https://www.econbiz.de/10005309369

Robust selection procedures based on vector ranks

Lee, Y.; Dudewicz, E. - In: Metrika 33 (1986) 1, pp. 47-63

Persistent link: https://www.econbiz.de/10005375737

A locational analysis of convenience food stores in metropolitan Denver

Lee, Y.; Koutsopoulos, K. - In: The annals of regional science : an international … 10 (1976) 1, pp. 104-117

Persistent link: https://www.econbiz.de/10002475833

Scaling the volatility of GDP growth rates

Canning, D.; Amaral, L.A.N.; Lee, Y.; Meyer, M.; … - In: Economics letters 60 (1998) 3, pp. 335-342

Persistent link: https://www.econbiz.de/10006787843