The following pages link to Kay Giesecke (Q402479):
Displayed 25 items.
- Fluctuation analysis for the loss from default (Q402480) (← links)
- Variation-based tests for volatility misspecification (Q898596) (← links)
- Credit contagion and aggregate losses (Q956527) (← links)
- Default and information (Q959675) (← links)
- An overview of credit derivatives (Q1030801) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Default clustering in large portfolios: typical events (Q1948691) (← links)
- Simulated likelihood estimators for discretely observed jump-diffusions (Q2280574) (← links)
- TRANSFORM ANALYSIS FOR POINT PROCESSES AND APPLICATIONS IN CREDIT RISK (Q2851562) (← links)
- Sequential Importance Sampling and Resampling for Dynamic Portfolio Credit Risk (Q2892216) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- Risk Analysis of Collateralized Debt Obligations (Q3013917) (← links)
- Affine Point Processes and Portfolio Credit Risk (Q3055867) (← links)
- A Top-Down Approach to Multiname Credit (Q3098753) (← links)
- Time-Changed Birth Processes and Multiname Credit Derivatives (Q3100403) (← links)
- Affine Point Processes: Approximation and Efficient Simulation (Q3465933) (← links)
- (Q3515759) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- Inference for large financial systems (Q5109982) (← links)
- (Q5149257) (← links)
- Exact Sampling of Jump Diffusions (Q5166255) (← links)
- LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT (Q5175224) (← links)
- (Q5226700) (← links)
- Significance Tests for Neural Networks (Q6314130) (← links)
- Unbiased Simulation Estimators for Multivariate Jump-Diffusions (Q6382004) (← links)