| . |
Kan, Yu Hang (Gabriel)'s
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,383 |
Total
Citations
10 |
|
|
|
|
|
1.
|
|
|
Cont, Rama
Imperial College London Kan, Yu Hang (Gabriel)
Barclays Capital
|
| Posted: |
|
26 Feb 09
|
|
Last Revised:
|
|
07 Dec 09
|
|
1,031
(8,850)
|
9
|
|
| |
|
| |
hedging, portfolio credit derivatives, index default swaps, collateralized debt obligations, top-down credit risk models, default contagion, spread risk, sensitivity-based hedging, risk minimization
|
|
|
2.
|
|
|
Cont, Rama
Imperial College London Kan, Yu Hang (Gabriel)
Barclays Capital
|
| Posted: |
|
14 Apr 11
|
|
Last Revised:
|
|
25 Apr 11
|
|
678
(16,793)
|
|
|
| |
|
| |
credit default swaps, credit risk, stylized properties, risk management, autocorrelation, heavy tails, heteroscedasticity, principal component analysis, credit events, loss distribution, Value-at-Risk, expected shortfall, CDS
|
|
|
3.
|
|
|
Cont, Rama
Imperial College London Deguest, Romain
EDHEC Business School Kan, Yu Hang (Gabriel)
Barclays Capital
|
| Posted: |
|
13 Aug 09
|
|
Last Revised:
|
|
14 Nov 12
|
|
674
(16,940)
|
1
|
|
| |
|
| |
Portfolio credit derivatives, collateralized debt obligation, inverse problem, local intensity, default intensity, expected tranche notionals, calibration, CDO tranche
|
|
|
4.
|
|
|
Kan, Yu Hang (Gabriel)
Barclays Capital Pedersen, Claus
Barclays Capital
|
| Posted: |
|
05 Mar 11
|
|
Last Revised:
|
|
14 Nov 12
|
|
|
|
|
| |
|
| |
Variation Margin, Collateral, Interest Rate, Credit Default Swaps, Model Calibration, Derivative Pricing
|
|
Records 1 -
4
of 4 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo7 in 0.125 seconds
|
