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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 3.

12 May 2017

Brummelhuis, Raymond and Luo, Zhongmin (2017): CDS Rate Construction Methods by Machine Learning Techniques.

19 November 2018

Brummelhuis, Raymond and Luo, Zhongmin (2018): Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives.

2 March 2019

Brummelhuis, Raymond and Luo, Zhongmin (2019): Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques.

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