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Donal A. Gallagher

Quaternion Risk Management

Managing Director

54 Fitzwilliam Square

Dublin 2

Dublin

Ireland

http://www.quaternion.com

SCHOLARLY PAPERS

2

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CITATIONS

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Scholarly Papers (2)

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1.

Valuation of a Cashflow CDO Without Monte Carlo Simulation

Number of pages: 25 Posted: 16 Sep 2009

Donal A. Gallagher, James P. Gleeson, Chris Kenyon and Roland Lichters

Quaternion Risk Management, University of Limerick, Ireland, Lloyds Banking Group and Quaternion Risk Management

Downloads 378 (52,998)

Abstract:

2.

Big Data and Graph Theoretic Models: Simulating the Impact of Collateralization on a Financial System

Number of pages: 8 Posted: 01 Jun 2017

Sharyn O'Halloran, Nikolai Nowaczyk and Donal A. Gallagher

Columbia University - School of International & Public Affairs, Quaternion Risk Management and Quaternion Risk Management

Downloads 0 (345,298)

Abstract:

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