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Kim, Jack's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
665 |
Total
Citations
1 |
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Giesecke, Kay Stanford University - Management Science & Engineering Kim, Jack Stanford University - Management Science & Engineering
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03 Jul 09
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12 Jan 12
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566
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credit swap, credit derivative, default risk, nested expectation, polynomial goal program, portfolio optimization
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Giesecke, Kay Stanford University - Management Science & Engineering Kim, Jack Stanford University - Management Science & Engineering Takada, Hideyuki Toho University
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29 Apr 12
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14 Aug 12
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99
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profit and loss distribution, correlated defaults, mark-to-market, short-term approximation
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