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Munich Personal RePEc Archive

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Number of items: 5.

22 July 2019

Osadchiy, Maksim and Sidorov, Alexander (2019): Bubble Bank.

Osadchiy, Maksim and Sidorov, Alexander (2019): Do banks need a supervisor?

31 May 2020

Osadchiy, Maksim and Sidorov, Alexander (2020): From Default Distribution to Loss Distribution: Vasicek Mertonization.

7 July 2021

Osadchiy, Maksim (2021): Vasicek Model Extension. Premature default.

24 July 2022

Osadchiy, Maksim (2022): One-factor model of liquidity risk.

This list was generated on Sat Oct 8 01:23:13 2022 CEST.
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