Logo
Munich Personal RePEc Archive

Browse by Authors

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.

This list was generated on Thu Apr 25 02:46:37 2024 CEST.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.