MLA
Markose, Sheri M., Bewaji Oluwasegun and Simone Giansante. "Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade, and Systemic Risk Analysis." Simulation in Computational Finance and Economics: Tools and Emerging Applications. IGI Global, 2013. 225-254. Web. 22 Apr. 2018. doi:10.4018/978-1-4666-2011-7.ch012
APA
Markose, S. M., Oluwasegun, B., & Giansante, S. (2013). Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade, and Systemic Risk Analysis. In B. Alexandrova-Kabadjova, S. Martinez-Jaramillo, A. Garcia-Almanza, & E. Tsang (Eds.), Simulation in Computational Finance and Economics: Tools and Emerging Applications (pp. 225-254). Hershey, PA: IGI Global. doi:10.4018/978-1-4666-2011-7.ch012
Chicago
Markose, Sheri M., Bewaji Oluwasegun and Simone Giansante. "Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade, and Systemic Risk Analysis." In Simulation in Computational Finance and Economics: Tools and Emerging Applications, ed. Biliana Alexandrova-Kabadjova, Serafin Martinez-Jaramillo, Alma Lilia Garcia-Almanza and Edward Tsang, 225-254 (2013), accessed April 22, 2018. doi:10.4018/978-1-4666-2011-7.ch012
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