Applied Financial Research, L.L.C.
Areas of Testimony
Professor Cohen has a Ph.D. in Operations Research from Cornell University and has taught MBA and/or undergraduate classes in Capital Markets, Derivatives, Economics, Financial Markets, Fixed Income, and Investments.  His expert witness testimony stems from an expertise in mathematical finance that has been applied to the following topics:  

Analytics


Bonds

  • Asset-Backed Bonds
  • Convertible Bonds
  • Corporate bonds 
  • Fixed rate bonds
  • Floating rate bonds
  • Foreign bonds
  • Government bonds
  • Inverse floating rate bonds
  • Mezzanine bonds
  • Municipal bonds
  • Treasury bonds


CDOs (Collateralized Debt Obligations)


CMOs (Collateralized Mortgage Obligations):  companion or support tranches

  • FFIEC (Federal Financial Institutions Examination Council) high risk test
  • Floating rate tranches
  • IOs (Interest Only tranches)
  • Inverse Floating Rate Tranches
  • PACs (Planned Amortization Class)
  • PAC IIs, POs (Principal Only tranches)
  • REMICs (Real Estate Mortgage Investment Conduits)
  • ReREMICs
  • Residuals
  • TACs (Targeted Amortization Class)


Commodities


Convertible Investments

Damages 


Hedging

  • Caps
  • Collars
  • Covered calls
  • Prepaid forward contracts
  • Short against the box
  • Zero-premium collars  


Financial Analysis


Financial Indices


Foreign Exchange  


Forward and Futures Contracts  


Litigation Support


Mathematical Modeling  


Mortgages

  • Adjustable rate mortgages
  • Agency mortgages
  • Fixed rate mortgages
  • Non-agency mortgages
  • Sub-prime mortgages


Options

  • American Options
  • Call Options
  • Digital Options
  • Embedded Options
  • European Options
  • Knock-Out Options
  • Put Options 


Quantitative Modeling  


Portfolio Returns  


Prospectus Review  


Risk  


Securities


Securities Fraud


Short Selling  


Stocks  


Tax Advantage Strategies  


Valuations

   
Web Hosting Companies