Varsanyi, Zoltan (2006): The Basel II IRB approach revisited: do we use the correct model?
Varsanyi, Zoltan (2007): Rating philosophies: some clarifications.
Varsanyi, Zoltan (2007): Rating philosophies: some clarifications.
Varsanyi, Zoltan (2008): A simple model of decision making: How to avoid large outliers? Published in: Journal of Applied Economic Sciences No. Issue No.5 /2008 : pp. 320-328.
Varsanyi, Zoltan (2008): Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time.
Varsanyi, Zoltan (2009): When risk weights increase the risk: some concerns for capital regulation.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .