GURNY, Martin Statistiche
GURNY, Martin
Dipartimento di Scienze Aziendali, Economiche e Metodi Quantitativi (attivo dal 01/06/2010 al 30/06/2022)
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Risultati 1 - 4 di 4 (tempo di esecuzione: 0.007 secondi).
Default probabilities in credit risk management: estimation, model calibration, and backtesting
2015-12-18 Gurny, Martin
Structural credit risk models with Lévy processes: the VG and NIG cases
2015-01-01 Brambilla, Chiara; Gurny, Martin; ORTOBELLI LOZZA, Sergio
A comparison of estimated default probabilities: Merton model vs. stable Paretian model
2013-01-01 Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella
Structural credit risk models with subordinated processes
2013-01-01 Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella
| Data di pubblicazione | Titolo | Autore/i | Tipologia | Documento allegato |
|---|---|---|---|---|
| 18-dic-2015 | Default probabilities in credit risk management: estimation, model calibration, and backtesting | Gurny, Martin | 1.9 Tesi di dottorato - Unibg doctoral theses::1.9.01 Tesi di dottorato | |
| 1-gen-2015 | Structural credit risk models with Lévy processes: the VG and NIG cases | Brambilla, Chiara; Gurny, Martin; ORTOBELLI LOZZA, Sergio | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays | |
| 1-gen-2013 | A comparison of estimated default probabilities: Merton model vs. stable Paretian model | Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella | 1.4 Contributi in atti di convegno - Contributions in conference proceedings::1.4.01 Contributi in atti di convegno - Conference presentations | |
| 1-gen-2013 | Structural credit risk models with subordinated processes | Gurny, Martin; ORTOBELLI LOZZA, Sergio; Giacometti, Rosella | 1.1 Contributi in rivista - Journal contributions::1.1.01 Articoli/Saggi in rivista - Journal Articles/Essays |