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15 May 2003

Yashkir, Olga and Yashkir, Yuriy (2003): Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates. Published in: Quantitative Finance , Vol. 3, (15 May 2003): pp. 195-200.

2 March 2013

Yashkir, Olga and Yashkir, Yuriy (2013): Monitoring of Credit Risk through the Cycle: Risk Indicators. Forthcoming in:

27 March 2013

Yashkir, Olga and Yashkir, Yuriy (2013): Loss Given Default Modelling: Comparative Analysis. Published in: Journal of Risk Model Validation , Vol. 7, No. 1 (27 March 2013)

12 June 2013

Yashkir, Yuriy and Yashkir, Olga (2013): Overnight Index Rate: Model, Calibration, and Simulation.