Michael B. Walker
From MaRDI portal
Person:3636730
Available identifiers
zbMath Open walker.michael-bMaRDI QIDQ3636730
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| 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
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