All Publications for Valuation of Complex Derivatives and Securities


The Use of ABX Derivatives in Credit Crisis LitigationWorking Paper
2012-01-03
By Dr. Faten Sabry with Dr. Ethan Cohen-Cole
ETFs: Overview and Recent IssuesBrief
2011-10-03
By Dr. Patrick Conroy, Dr. James Overdahl, Robert Patton, and Raymund Wong
Foreclosure Suspensions and Other Mortgage DisputesWorking Paper
2010-12-16
By Timothy McKenna and Dr. Chudozie Okongwu
Credit Crisis Litigation Revisited: Litigating the Alphabet of Structured ProductsWorking Paper
2010-06-04
By Dr. Faten Sabry, et al.
Subprime and Synthetic CDOs: Structure, Risk, and ValuationWorking Paper
2010-06-03
By Dr. Thomas Schopflocher et al.
Rebalancing Act: A Primer on Leveraged and Inverse ETFsWorking Paper
2009-10-07
By Raymund Wong and Kara Hargadon
An Update on the Credit Crisis Litigation: A Turn Towards Structured Products and Asset Management FirmsWhite Paper
2009-06-17
Dr. Faten Sabry, et al.
Legal Clarity and Regulatory Discretion -- Exploring the Law and Economics of Insider Trading in Derivatives MarketsPublished Article
2007-06-27
By Dr. Sharon Brown-Hruska with Robert S. Zwirb of Cadwalader, Wickersham & Taft, LLC
Assessing Value at Risk for Equity Portfolios: Implementing Alternative TechniquesPublished Article
1997-01-01
By Drs. James Jordan and Robert Mackay