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Information about:
Riccardo Gusso

Personal Details | Affiliation | Works

This is information that was supplied by Riccardo Gusso in registering through RePEc. If you are Riccardo Gusso , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Riccardo
Middle Name:
Last Name: Gusso
Suffix:

RePEc Short-ID: pgu211

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Dipartimento di Matematica Applicata (Department of Applied Mathematics)
Facoltà di Economia (Faculty of Economics)
Università degli Studi di Venezia "Ca' Foscari"
Location: Venezia, Italy
Homepage: http://www.dma.unive.it/
Email:
Phone: ++39 041 2346910-6911
Fax: ++ 39 041 5221756
Postal: Dorsoduro, 3825/E, 30123 Venezia
Handle: RePEc:edi:dmvenit (registered authors at this institution)

Works

Working papers

Antonella Basso & Riccardo Gusso, 2008. "A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio," Working Papers 162, Department of Applied Mathematics, University of Venice. [Downloadable!]
Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, University of Venice. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-BAN: Banking (1) 2008-05-05 Author is listed
NEP-CFN: Corporate Finance (1) 2008-05-05 Author is listed
NEP-ECM: Econometrics (1) 2008-05-05 Author is listed
NEP-RMG: Risk Management (2) 2008-05-05 2008-05-05 Author is listed

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This page was last updated on 2008-7-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.