4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Roberto Torresetti

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Credit models and the crisis, or: how I learned to stop worrying and love the CDOs

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Default correlation, cluster dynamics and single names: The GPCL dynamical loss model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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