AMS 2008
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< AMS 2008The following pages link to AMS 2008:
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- Current events
- Conferences
- Paper:Extracting and Using Credit Information in Hybrid Models
- Paper:Two-Dimensional Markovian Model for Dynamics of Aggregate Credit Loss
- Paper:Multiname and Multiscale Default Modeling
- Paper:Calibration of portfolio credit risk model: solution of an inverse problem via intensity control
- Paper:Default Correlation, Cluster Dynamics and Single Names: The GPCL Dynamical Loss Model
- Paper:Toric models for correlated defaults
- Paper:Modeling dependence between schocastic processes with application to finance
- Paper:Multiscale Stochastic Volatility Diffusion Models
- Paper:Interacting Particle Systems for the Efficient Computation of CDO Tranche Spreads with Rare Defaults
- Paper:The correlation-neutral measure for counting processes
- Credit conferences
