Denis Surzhko

[2] viXra:1404.0008 submitted on 2014-04-02 02:00:40, (630 unique-IP downloads)

Stress-Testing Model for Corporate Borrower Portfolios

Authors: Seleznev Vladimir, Denis Surzhko, Nikolay Khovanskiy
Category: Economics and Finance

[1] viXra:1404.0001 submitted on 2014-04-01 09:08:34, (2950 unique-IP downloads)

Approach for Multi-Period PD Calibration for LDP Portfolios.

Authors: Denis Surzhko, Rainer Glaser
Category: Economics and Finance