Wilmott Inner Circle
Unstable Credit Correlations
You don’t have permission to view the content
Credit
Articles
Product Risk Classification
What is the PRC? The product risk classification (PRC) is a risk indicator that is based on quantitative models. It allows us to compare the financial risk of investment products of different kinds and asset […]
Wilmott Inner Circle
A Mean-Square Approach To Constant Proportion Debt Obligations: Wilmott Magazine Article – A. I. Cekic, Ralf Korn, and Omur Ugur
You don’t have permission to view the content
Wilmott Inner Circle
Callable Loan Credit Protection: Wilmott Magazine Article – Alain Verberkmoes and Anna Shepeleva
You don’t have permission to view the content
Wilmott Inner Circle
Robust and Stable Capital Allocation: Wilmott Magazine Article – Bernd Appasamy, Anne Kleppe, Christian Oehler
You don’t have permission to view the content
Wilmott Inner Circle
Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures in Static Factor Models: Wilmott Magazine Article – A. Antonov, S. Mechkov, and T. Misirpashaev
You don’t have permission to view the content
Wilmott Inner Circle
A Structural Model for Credit-Equity Derivatives and Bespoke CDOs: Wilmott Magazine Article – Claudio Albanese & Alicia Vidler
You don’t have permission to view the content
Wilmott Inner Circle
Extended CreditGrades Model with Stochastic Volatility and Jumps: Wilmott Magazine Article – Artur Sepp
You don’t have permission to view the content