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Michael B Gordy
Information about the author Michael B Gordy will soon be added to the site.
Found
2 papers
in total
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Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models
2012
In its complexity and its vulnerability to market volatility, the constant proportion...
Nested Simulation in Portfolio Risk Measurement
2010
Risk measurement for derivative portfolios almost invariably calls for nested...
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