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Pavel Okunev


LBNL, UC Berkeley, Wells Fargo Bank, Bank of America

Active since 2005

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  • 5-Star Galaxy Level 1
  • First Submission

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Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model
Computes Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model

ungefär 18 år ago | 1 download |

Submitted


Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio
An algorithm for fast computation of the expected tranche loss of CDO credit portfolio.

mer än 18 år ago | 5 downloads |