Selected Entire List   Stacey, Alan M.  SSRN Author Rank: 11,710 by Downloads   Lehman Brothers International, Europe  25 Bank Street  30th Floor  London E14 5LE  United Kingdom  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Stacey, Alan M.'s Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 1,923 Total Citations 22 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   New and Robust Drift Approximations for the Libor Market Model | Show Abstract Hide Abstract | Download | Working Paper Series Joshi, Mark S. University of Melbourne - Centre for Actuarial Studies Stacey, Alan M. Lehman Brothers International, Europe Posted: 12 Jun 06 984 (9,502) 8 LIBOR market model, drift approximation, Monte Carlo 2.   Intensity Gamma: A New Approach to Pricing Portfolio Credit Derivatives | Show Abstract Hide Abstract | Download | Working Paper Series Joshi, Mark S. University of Melbourne - Centre for Actuarial Studies Stacey, Alan M. Lehman Brothers International, Europe Posted: 12 Jun 06 939 (10,209) 14 portffolio credit derivatives, gamma process, CDO Records 1 - 2 of 2 matches [ 1 ]

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