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 | 0 | 0 | 0 | 517 | 0 | 2 | 6 | 1,096 |
| A Simple Approach to Combining Internal and External Operational Loss Data | 0 | 0 | 0 | 264 | 0 | 3 | 7 | 1,066 |
| Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model | 0 | 0 | 0 | 484 | 1 | 5 | 15 | 1,097 |
| Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model | 0 | 0 | 1 | 289 | 0 | 4 | 7 | 655 |
| Total Working Papers | 0 | 0 | 1 | 1,554 | 1 | 14 | 35 | 3,914 |
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