Raquel M. Gaspar

Available identifiers

zbMath Open gaspar.raquel-mMaRDI QIDQ604622

List of research outcomes

Publication	Date of Publication	Type
In memoriam: Tomas Björk (1947--2021). On his career and beyond	2023-10-12	Paper
Default propensity implicit in pulled to par V@R for bonds	2022-10-11	Paper
Brownian bridge and other path-dependent Gaussian processes vectorial simulation	2021-11-19	Paper
Pulled-to-par returns for zero-coupon bonds historical simulation value at risk	2020-07-07	Paper
Machine learning Vasicek model calibration with Gaussian processes	2013-02-21	Paper
Interest rate theory and geometry	2010-11-12	Paper
Finite dimensional Markovian realizations for forward price term structure models	2008-07-11	Paper

Research outcomes over time

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