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Dr. Michel M. Dacorogna
at Converium
SPIE Involvement:
Author
Publications (1)
Proceedings Article | 23 May 2005 Open Access Paper
From default probabilities to credit spreads: credit risk models explain market prices
Stefan Denzler, Michel Dacorogna, Ulrich Muller, Alexander McNeil
Proceedings Volume 5848, (2005) https://doi.org/10.1117/12.618937
KEYWORDS: Data modeling, Motion models, Monte Carlo methods, Statistical modeling, Statistical analysis, Solids, Mathematical modeling, Computer simulations, Databases, Autoregressive models
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Conference Committee Involvement (1)
Complex Systems II
5 December 2007 | Canberra, ACT, Australia
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