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Pavel Okunev


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

Actif depuis 2005

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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

presque 17 ans il y a | 2 téléchargements |

A soumis


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.

environ 17 ans il y a | 2 téléchargements |