Access Statistics for Pavel Okunev
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 | |
| A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model | 2 | 10 | 60 | 452 | 10 | 26 | 141 | 904 |
| A Simple Approach to Combining Internal and External Operational Loss Data | 1 | 5 | 32 | 217 | 9 | 30 | 155 | 831 |
| Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model | 2 | 9 | 50 | 417 | 5 | 18 | 123 | 869 |
| Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model | 1 | 7 | 25 | 259 | 2 | 14 | 49 | 512 |
| Total Working Papers | 6 | 31 | 167 | 1,345 | 26 | 88 | 468 | 3,116 |
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