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6
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WU Jianglun
2
FAN Gangzhi
2
WONG Siu Kee
1
SHAN Xiaowen
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Asset-backed securitization
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Transitional flow simulation based on γ-Reθt transition model
Journal article
Hangkong Xuebao/Acta Aeronautica et Astronautica Sinica,2014, volume: 35, issue: 1, pages: 70-79
Authors:
Wang, Gang
;
Liu, Yi
;
Wang, Guangqiu
;
Shan, Xiaowen
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View/Download:3/0
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Submit date:2023/07/06
Boundary layer
Intermittency
Transition
Turbulence intensity
Turbulence model
Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
Journal article
Mathematical and Computer Modelling,2013, volume: 57, issue: 3-4, pages: 570-583
Authors:
Wu, Jianglun
;
Yang, Wei
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View/Download:1/0
  |  
Submit date:2023/05/30
Affine jump-diffusion processes
Collateralised Debt Obligations (CDOs)
Heavy tail dependence
Intensity based model
Lévy stable distributions
Default Clustering Risks in Commercial Mortgage-Backed Securities
Journal article
Journal of Real Estate Finance and Economics,2012, volume: 45, issue: 1, pages: 110-127
Authors:
Fan, Gang-Zhi
;
Sing, Tien Foo
;
Ong, Seow Eng
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View/Download:3/0
  |  
Submit date:2025/03/14
Counterparty risk
Default cluster
Intensity model
Subordination structure
Pricing CDO tranches in an intensity based model with the mean reversion approach
Journal article
Mathematical and Computer Modelling,2010, volume: 52, issue: 5-6, pages: 814-825
Authors:
Wu, Jianglun
;
Yang, Wei
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View/Download:1/0
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Submit date:2023/05/30
Cashflow CDO
Collateralized debt obligations (CDOs)
Credit risk
Intensity based model
Mean reversion
Synthetic CDO
Comparative statics in a two-factor multi-commodity model without factor price equalization
Conference paper
Contemporary and Emerging Issues in Trade Theory and Policy, Hong Kong, China, MAY 19-20, 2006
Authors:
Wong, Siu Kee
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View/Download:6/0
  |  
Submit date:2022/03/23
Comparative statics
Factor price equalization
Factor-intensity ranking
Infinite-good model
Pricing credit risk of asset-backed securitization bonds in Singapore
Journal article
International Journal of Theoretical and Applied Finance,2005, volume: 8, issue: 3, pages: 321-338
Authors:
Sing, Tien Foo
;
Ong, Seow Eng
;
Fan, Gang-Zhi
;
Lim, Kian Guan
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View/Download:5/0
  |  
Submit date:2025/03/14
Asset-backed securitization
Credit risk
Intensity model
Structural model