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Pavel Okunev


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

2005 年からアクティブ

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  • 5-Star Galaxy Level 1
  • First Submission

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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

約18年 前 | ダウンロード 1 件 |

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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.

18年以上 前 | ダウンロード 4 件 |