Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601): Difference between revisions

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-Konstantinos V. Spiliopoulos
@@ Property / author: Konstantinos V. Spiliopoulos / rank @@
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+Coherent Measures of Risk
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+Large portfolio losses
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+Q4391441
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+Importance Sampling for Portfolio Credit Risk
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+Q5706744
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+LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
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+Some Applications and Methods of Large Deviations in Finance and Insurance
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+Implied recovery
@@ Property / cites work: Implied recovery / rank @@
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+EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL
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+Q4284032
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