Michael B. Walker

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 International Journal of Theoretical and Applied Finance	2012-11-22	Paper
SIMULTANEOUS CALIBRATION TO A RANGE OF PORTFOLIO CREDIT DERIVATIVES WITH A DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL International Journal of Theoretical and Applied Finance	2009-11-09	Paper
The static hedging of CDO tranche correlation risk International Journal of Computer Mathematics	2009-06-29	Paper

Research outcomes over time

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