Pages that link to "Item:Q5245913"
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The following pages link to Haar wavelets-based approach for quantifying credit portfolio losses (Q5245913):
Displaying 8 items.
- Efficient VaR and expected shortfall computations for nonlinear portfolios within the delta-gamma approach (Q278288) (← links)
- An analytical evaluation method of the operational risk using fast wavelet expansion techniques (Q370885) (← links)
- Efficient wavelets-based valuation of synthetic CDO tranches (Q495089) (← links)
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Model-free computation of risk contributions in credit portfolios (Q2185453) (← links)
- Peaks and jumps reconstruction with \(B\)-splines scaling functions (Q2253075) (← links)
- Quantifying credit portfolio losses under multi-factor models (Q5031704) (← links)
