Pavel Okunev


LBNL, UC Berkeley, Wells Fargo Bank, Bank of America

Active since 2005

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Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model
Computes Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model

18 years ago | 3 downloads |

Submitted


Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio
An algorithm for fast computation of the expected tranche loss of CDO credit portfolio.

19 years ago | 3 downloads |