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Baeho Kim
Information about the author Baeho Kim will soon be added to the site.
Found
3 papers
in total
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Monte Carlo Algorithms for Default Timing Problems
2011
Dynamic, intensity‐based point process models are widely used to measure and...
Systemic Risk: What Defaults Are Telling Us
2011
This paper develops dynamic measures of the systemic risk of the financial sector as a...
Risk Analysis of Collateralized Debt Obligations
2011
Collateralized debt obligations, which are securities with payoffs that are tied to...
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