Access Statistics for Raquel Medeiros Gaspar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Correlation Between Intensity and Recovery in Credit Risk Models 7 10 63 370 11 23 179 998
General Quadratic Term Structures of Bond, Futures and Forward Prices 0 3 58 469 6 25 353 2,187
On Finite Dimensional Realizations of Forward Price Term Structure Models 0 3 23 127 11 23 107 519
Quadratic Portfolio Credit Risk models with Shot-noise Effects 1 2 23 135 1 4 72 389
Total Working Papers 8 18 167 1,101 29 75 711 4,093


Statistics updated 2009-11-04