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Report NEP-RMG-2007-11-10
This is the archive for NEP-RMG , a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.Subscribe to this report: email or RSS Other reports in NEP-RMG
The following items were anounced in this report:
Item repec:ven:wpaper:17_07 is not listed on IDEAS anymore
Herbertsson, Alexander, 2007.
"Modelling Default Contagion Using Multivariate Phase-Type Distributions Working Papers in Economics
271, Göteborg University, Department of Economics.
[Downloadable!] Dimitrios D. Thomakos & Dimitris N. Politis, 2007.
"NoVaS Transformations: Flexible Inference for Volatility Forecasting Working Paper Series
44-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!] Herbertsson, Alexander, 2007.
"Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach Working Papers in Economics
270, Göteborg University, Department of Economics.
[Downloadable!] Herbertsson, Alexander & Rootzén, Holger, 2007.
"Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach Working Papers in Economics
269, Göteborg University, Department of Economics.
[Downloadable!] Barbara Luppi & Massimiliano Marzo & Antonello E. Scorcu, 2007.
"Credit risk and Basel II: Are non-profit firms financially different? Working Paper Series
30-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!] Herbertsson, Alexander, 2007.
"Default Contagion in Large Homogeneous Portfolios Working Papers in Economics
272, Göteborg University, Department of Economics.
Item repec:pra:mprapa:5636 is not listed on IDEAS anymore
Matteo Pelagatti, 2007.
"Modelling good and bad volatility Working Papers
20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
[Downloadable!] This page was last updated on 2009-12-20.
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 .