GRAPHICAL MODELS FOR CORRELATED DEFAULTS (Q4919613): Difference between revisions

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+.1393
@@ Property / arXiv ID: 0809.1393 / rank @@
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+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
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@@ Property / cites work @@
+A tutorial on geometric programming
@@ Property / cites work: A tutorial on geometric programming / rank @@
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@@ Property / cites work @@
+Q3999382
@@ Property / cites work: Q3999382 / rank @@
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@@ Property / cites work @@
+Generalized Iterative Scaling for Log-Linear Models
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@@ Property / cites work @@
+Geometry of cuts and metrics
@@ Property / cites work: Geometry of cuts and metrics / rank @@
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@@ Property / cites work @@
+Q3515759
@@ Property / cites work: Q3515759 / rank @@
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@@ Property / cites work @@
+Multiname and Multiscale Default Modeling
@@ Property / cites work: Multiname and Multiscale Default Modeling / rank @@
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@@ Property / cites work @@
+Introduction to Toric Varieties. (AM-131)
@@ Property / cites work: Introduction to Toric Varieties. (AM-131) / rank @@
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@@ Property / cites work @@
+On the toric algebra of graphical models
@@ Property / cites work: On the toric algebra of graphical models / rank @@
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@@ Property / cites work @@
+Credit contagion and aggregate losses
@@ Property / cites work: Credit contagion and aggregate losses / rank @@
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@@ Property / cites work @@
+Credit Risk Modeling
@@ Property / cites work: Credit Risk Modeling / rank @@
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@@ Property / cites work @@
+Q4382293
@@ Property / cites work: Q4382293 / rank @@
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@@ Property / cites work @@
+Numerical Optimization
@@ Property / cites work: Numerical Optimization / rank @@
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@@ Property / cites work @@
+Algebraic Statistics for Computational Biology
@@ Property / cites work: Algebraic Statistics for Computational Biology / rank @@
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+Multiscale Intensity Models and Name Grouping for Valuation of Multi-Name Credit Derivatives
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@@ Property / cites work @@
+Background filtrations and canonical loss processes for top-down models of portfolio credit risk
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@@ Property / cites work @@
+A NEW FRAMEWORK FOR DYNAMIC CREDIT PORTFOLIO LOSS MODELLING
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@@ Property / cites work @@
+Log-determinant relaxation for approximate inference in discrete Markov random fields
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@@ Property / cites work @@
+Lectures on Polytopes
@@ Property / cites work: Lectures on Polytopes / rank @@
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