Pavel Okunev

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Person:6475599

Available identifiers

zbMath Open okunev.pavelMaRDI QIDQ6475599

List of research outcomes





PublicationDate of PublicationType
Fast Computation Of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model2005-07-04Paper
Necessary And Sufficient Conditions For Existence of the LU Factorization of an Arbitrary Matrix2005-06-19Paper
A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model2005-06-07Paper

Research outcomes over time

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