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 1 512 0 1 7 1,075
A Simple Approach to Combining Internal and External Operational Loss Data 0 0 0 264 1 3 6 1,044
Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model 0 1 1 481 0 1 2 1,071
Using Hermite Expansions for Fast and Arbitrarily Accurate Computation of the Expected Loss of a Loan Portfolio Tranche in the Gaussian Factor Model 0 1 1 285 0 1 3 631
Total Working Papers 0 2 3 1,542 1 6 18 3,821


Statistics updated 2019-10-05