Hedging default risks of CDOs in Markovian contagion models (2007)
We describe a hedging strategy of CDO tranches based upon dynamic trading of the corresponding credit default swap index. We rely upon a homogeneous Markovian contagion framework, where only single...
Cousin, A., Mehrabi, R., Guilleroux, M., Dufresne, M., Waalwijk, C., ...
In eukaryotes, a family of serine/threonine protein kinases known as mitogen-activated protein kinases (MAPKs) is involved in the transduction of a variety of extracellular signals and in the...
Mutations within the MGC4607 Gene Cause Cerebral Cavernous Malformations
Denier, C., Goutagny, S., Labauge, P., Krivosic, V., Arnoult, M, Cousin, A., ...
Cerebral cavernous malformations (CCM) are hamartomatous vascular malformations characterized by abnormally enlarged capillary cavities without intervening brain parenchyma. They cause seizures and...