Alexander L. Belikoff

Google Inc.

Engineering Manager

76 Ninth Ave.

New York, NY 10011

United States

http://www.google.com

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 13,401

SSRN RANKINGS

Top 13,401

in Total Papers Downloads

3,645

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Analysis of Mortgage Backed Securities: Before and after the Credit Crisis

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011
Number of pages: 42 Posted: 07 Jan 2007 Last Revised: 29 Jun 2018
Harvey J. Stein, Alexander L. Belikoff, Kirill Levin and Xusheng Tian
Bloomberg L.P., Google Inc., Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D
Downloads 3,645 (2,699)
Citation 1

Abstract:

Loading...

MBS, CMO, OAS, credit crisis, subprime crisis, interest rate modeling, rate, yield, yield curve, Gaussian, Monte Carlo, parallelization, GPU, CUDA, Markovian, mortgage, mortgage backed, collateralized mortgage obligation, collateralized, structured product, prepayment, prepayment modeling