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
