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Predescu, Mirela's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,862 |
Total
Citations
189 |
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1.
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Hull, John C.
University of Toronto - Rotman School of Management Predescu, Mirela
BNP Paribas, London White, Alan
University of Toronto - Rotman School of Management
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962
(9,849)
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Credit derivatives, correlation, structural model, CDO, valuation
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2.
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Brigo, Damiano
Department of Mathematics, Imperial College, London Predescu, Mirela
BNP Paribas, London Capponi, Agostino
Purdue University - School of Industrial Engineering
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05 Mar 10
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Last Revised:
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12 Sep 11
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364
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2
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Credit Default Swaps, Liquidity spread, Liquidity Premium, Credit Liquidity correlation, Liquidity pricing, Intensity models, Reduced Form Models, Capital Asset Pricing Model, Credit Crisis, Liquidity Crisis
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3.
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Hull, John C.
University of Toronto - Rotman School of Management Predescu, Mirela
BNP Paribas, London White, Alan
University of Toronto - Rotman School of Management
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299
(48,395)
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21
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risk-neutral default probabilities, historical default probabilities, credit default swaps
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4.
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Predescu, Mirela
BNP Paribas, London Wilkens, Sascha
Independent
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10 Sep 11
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Last Revised:
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08 Nov 12
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138
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1
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mean reversion, jump diffusion, stochastic process, drift, Black-Karasinski
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5.
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Predescu, Mirela
BNP Paribas, London Hull, John C.
University of Toronto - Rotman School of Management White, Alan
University of Toronto - Rotman School of Management
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99
(136,203)
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156
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Records 1 -
5
of 5 matches
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1
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