Bøger af Enrico Marcantoni

The author focuses on a method to price Collateralized Debt Obligations (CDO) tranches. By comparing the tranches prices, it is possible to notice that the Clayton approach leads to smaller equity and mezzanine tranches. The senior and super senior tranches levels are higher when the dependence is modeled by a Clayton copula.

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.