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Pavel Okunev


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

Attivo dal 2005

Followers: 0   Following: 0

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  • 5-Star Galaxy Level 1
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Inviato


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

circa 18 anni fa | 1 download |

Inviato


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.

oltre 18 anni fa | 4 download |