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 2 514 0 1 6 1,081
A Simple Approach to Combining Internal and External Operational Loss Data 0 0 0 264 2 2 8 1,052
Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model 0 0 0 481 0 2 3 1,074
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 1 286 1 2 8 640
Total Working Papers 0 0 3 1,545 3 7 25 3,847


Statistics updated 2020-11-03