Adam Metzler

Available identifiers

zbMath Open metzler.adamMaRDI QIDQ495491

List of research outcomes

Publication	Date of Publication	Type
State dependent correlations in the Vasicek default model	2021-05-07	Paper
A structural framework for modelling contingent capital	2018-11-19	Paper
A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models	2015-09-14	Paper
Valuation and analysis of zero-coupon contingent capital bonds	2015-04-29	Paper
Rare event simulation for diffusion processes via two-stage importance sampling	2014-06-30	Paper
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion	2013-04-25	Paper
On the first passage problem for correlated Brownian motion	2010-03-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Adam Metzler