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 | 0 | 1 | 1,090 |
| A Simple Approach to Combining Internal and External Operational Loss Data | 0 | 0 | 0 | 264 | 0 | 0 | 1 | 1,059 |
| 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 | 1 | 3 | 1,083 |
| 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 | 0 | 288 | 0 | 1 | 3 | 648 |
| Total Working Papers | 0 | 0 | 0 | 1,553 | 1 | 2 | 8 | 3,880 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail