Pavel Okunev


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

自 2005 起处于活动状态

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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

18 years 前 | 3 次下载 |

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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.

19 years 前 | 4 次下载 |