Credit Va R
Measuring the Performance of Market-Based Credit Risk Models William Morokoff, Managing Director Quantitative Analytics Research Group Standard & Poors.
Financial risk forecasting
Copula-Based Model for the Term Structure of CDO Tranches
Slides erm-cea-ia
Dynamic Pricing of Synthetic CDOs March 2008 Robert Lamb Imperial College William Perraudin Imperial College Astrid Van Landschoot S&P TexPoint fonts used.
CASA June 2006 BRATISLAVA Mária Bohdalová Faculty of Management, Comenius University Bratislava [email protected] Oľga Nánásiová Faculty of Civil.
The star formation history of the local universe A/Prof. Andrew Hopkins (AAO) Prof. Joss Bland-Hawthorn (USyd.) & the GAMA Collaboration Madusha L.P. Gunawardhana.
Copula Regression
