2

Kriging of financial term-structures

Year:
2016
Language:
english
File:
PDF, 2.15 MB
english, 2016
3

An extension of Davis and Lo's contagion model

Year:
2013
Language:
english
File:
PDF, 568 KB
english, 2013
4

On multivariate extensions of Value-at-Risk

Year:
2013
Language:
english
File:
PDF, 567 KB
english, 2013
5

On multivariate extensions of Conditional-Tail-Expectation

Year:
2014
Language:
english
File:
PDF, 611 KB
english, 2014
7

Comparison results for exchangeable credit risk portfolios

Year:
2008
Language:
english
File:
PDF, 867 KB
english, 2008
10

Comparison Results for Exchangeable Credit Risk Portfolios

Year:
2008
Language:
english
File:
PDF, 305 KB
english, 2008
13

Delta-hedging correlation risk?

Year:
2012
Language:
english
File:
PDF, 834 KB
english, 2012