Pavel Okunev


LBNL, UC Berkeley, Wells Fargo Bank, Bank of America

Con actividad desde 2005

Followers: 0   Following: 0

Mensaje

Estadística

  • 5-Star Galaxy Level 1
  • First Submission

Ver insignias

Feeds

Ver por

Enviada


Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model
Computes Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model

más de 18 años hace | 3 descargas |

Enviada


Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio
An algorithm for fast computation of the expected tranche loss of CDO credit portfolio.

más de 18 años hace | 4 descargas |