Matthias Neugebauer

Fitch Ratings Inc.

One state street plaza

New York, NY 10004

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 10,604

SSRN RANKINGS

Top 10,604

in Total Papers Downloads

6,594

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

A Stochastic Processes Toolkit for Risk Management

Number of pages: 43 Posted: 19 Mar 2008 Last Revised: 05 Oct 2008
Imperial College London - Department of Mathematics, University College LondonUBS AG, Fitch Ratings Inc. and Paris School of Economics, Pantheon Sorbonne University
Downloads 6,594 (1,572)
Citation 17

Abstract:

Loading...

Risk Management, Stochastic Processes, Maximum Likelihood Estimation, Fat Tails, Mean Reversion, Monte Carlo Simulation