Using the VIX to Distinguish between Transitory and Persistent Risk

P Niculescu - Available at SSRN 4182618, 2022 - papers.ssrn.com
The volatility of the VIX Index has at times caused the impression that it is less than reliable
as an indicator of risk. VIX futures and the volatility surface provide clearer information about …

The Surprising Implications of the Lehman Default for Derivatives and Structured Finance

P Niculescu - Journal of Portfolio Management, 2012 - search.proquest.com
The International Swaps and Derivatives Association (ISDA) agreements that govern
derivatives contracts were originally designed to protect dealers against the default of end-users. …

INDIVISIBILITIES, COMMITMENTS AND EXPECTED UTILITY THEORY

PS NICULESCU - 1985 - search.proquest.com
This dissertation incorporates indivisibilities and commitments into expected utility theory.
The derived utility functions which result have several non-concave sections even when …

Fannie Mae Business Review Briefing

R Levin, T Lund, KJ Bacon, P Niculescu, M Quinn - 2007 - elischolar.library.yale.edu
Peter Niculescu … Recommended Citation Levin, Robert; Lund, Thomas; Bacon,
Kenneth J.; Niculescu, Peter; and Quinn, Mike, "Fannie Mae Business Review Briefing" (2007) …

Fannie Mae Email from Enrico Dallavecchia to Robert Levin Re Hearing you have said not to buy any pls

E Dallavecchia, MA Shaw, P Niculescu - 2008 - elischolar.library.yale.edu
Peter NiculescuPeter wants to buy this Lehman deal because of spread and
subordination. We have not yet learned. The originators are all defunct and the list reads like …

[BOOK][B] Dr Ruth's Guide for the Alzheimer's Caregiver: How to Care for Your Loved One without Getting Overwhelmed... and without Doing It All Yourself

RK Westheimer, PA Lehu - 2012 - books.google.com
… Thanks to my wife, Joanne Seminara, who not only provided her usual support, but on this
book added her legal expertise; my son Peter, daughter-in-law Melissa Sullivan, and fantastic …

[CITATION][C] Fannie Shuffles Managers

H Terris - American Banker, 2008 - go.gale.com
Peter Niculescu, the former head of executive markets, was named chief business officer.
David Hisey, the former controller, was named chief financial officer. Michael Shaw, the former …

[PDF][PDF] Evaluating liquidity risk management at Fannie Mae

RG Hubbard - Fannie Mae Papers, 2003 - gsb.columbia.edu
In the past ten years, the Federal National Mortgage Association (Fannie Mae) has experienced
tremendous growth. As the US residential mortgage market has grown from $3.4 trillion …

[HTML][HTML] Nitric oxide production by centimeter-sized meteoroids and the role of linear and nonlinear processes in the shock bound flow fields

EA Silber, ML Niculescu, P Butka, RE Silber - Atmosphere, 2018 - mdpi.com
Nitric oxide (NO) is a critical indicator of energy deposition in the lower thermosphere
because of its formational pathways. Thus, it is important to constrain sources of NO, such as …

[PDF][PDF] Analysis of Models of Chronic Myelogenous Leukemia with Treatment Options using Structural Methods and Computation: Sensitivity to Nonlinearity and Delay

MM Peet, SI Niculescu, P Kim, A Papachristodoulou… - academia.edu
This paper focuses on the analysis of delay-differential models of Leukemia and T-cell
dynamics during Gleevec treatment for chronic myelogenous leukemia. The analysis shows that …