Michael B. Walker
From MaRDI portal
Person:3636730
Available identifiers
zbMath Open walker.michael-bMaRDI QIDQ3636730
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs | 2012-11-22 | Paper |
| SIMULTANEOUS CALIBRATION TO A RANGE OF PORTFOLIO CREDIT DERIVATIVES WITH A DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL | 2009-11-09 | Paper |
| The static hedging of CDO tranche correlation risk | 2009-06-29 | 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: Michael B. Walker
