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Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 17894 | 17944 | 17945 | 20365 | 20375 | 69735
Number of items: 6.

17894

Li, Hui (2009): On Models of Stochastic Recovery for Base Correlation.

17944

Li, Hui (2009): Extension of Spot Recovery Model for Gaussian Copula.

17945

Li, Hui (2008): CVA calculation for CDS on super senior ABS CDO.

20365

Li, Hui (2009): Double Impact on CVA for CDS: Wrong-Way Risk with Stochastic Recovery.

20375

Li, Hui (2010): Downturn LGD: A Spot Recovery Approach.

69735

Li, Hui (2016): A true measure of dependence.

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