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A Replication Study of Alan Blinder's 'How Many U.S. Jobs Might Be Offshorable?'
Job Cuts and Outsourcing Wages Research United States
2015/4/22
In a 2007 working paper, Alan Blinder assessed the "offshorability" of hundreds of U.S. occupations and estimated that between 22% and 29% of all U.S. jobs were potentially offshorable. This note repo...
On break-even correlation: the way to price structured credit derivatives by replication
CDO replication Gaussian Copula structural models
2012/4/28
We consider the pricing of European-style structured credit payoff in a static framework, where the underlying default times are independent given a common factor. A practical application would consis...