Browse by Authors

41335

Yashkir, Yuriy (2009): Computer modelling and numerical simulation of the solid state diode pumped Nd:YAG laser with intracavity saturable absorber.

46147

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)

46391

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.

46402

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

47574

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