Printed from https://ideas.repec.org/n/nep-rmg/2007-11-10.html
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. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced 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, University of Gothenburg, Department of Economics, number 271, Oct.
- Item repec:rim:rimwps:44-07 is not listed on IDEAS anymore
- Herbertsson, Alexander, 2007, "Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 270, Oct.
- Herbertsson, Alexander & Rootzén, Holger, 2007, "Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 269, Oct.
- Item repec:rim:rimwps:30-07 is not listed on IDEAS anymore
- Herbertsson, Alexander, 2007, "Default Contagion in Large Homogeneous Portfolios," Working Papers in Economics, University of Gothenburg, Department of Economics, number 272, Oct.
- Item repec:pra:mprapa:5636 is not listed on IDEAS anymore
- Item repec:mis:wpaper:20071101 is not listed on IDEAS anymore