http://www.defaultrisk.com/top10_newest.htmTransformation of Dapp into RSSinfo@dapper.netTue, 09 Feb 2010 20:05:12 +0000http://www.defaultrisk.com/pp_crdrv138.htm<a href="http://www.defaultrisk.com/pp_crdrv138.htm">Bilateral Counterparty Risk Valuation for Interest-rate Products: Impact of volatilities and correlations</a>http://www.defaultrisk.com/pp_corr_99.htm<a href="http://www.defaultrisk.com/pp_corr_99.htm">Macro, Industry and Frailty Effects in Defaults: The 2008 credit crisis in perspective</a>http://www.defaultrisk.com/pp_model128.htm<a href="http://www.defaultrisk.com/pp_model128.htm">Filtering and Incomplete Information in Credit Risk</a>http://www.defaultrisk.com/pp_recov_90.htm<a href="http://www.defaultrisk.com/pp_recov_90.htm">Downturn LGD: A spot recovery approach</a>http://www.defaultrisk.com/pp_price117.htm<a href="http://www.defaultrisk.com/pp_price117.htm">Is there a Distress Risk Anomaly? Corporate bond spread as a proxy for default risk</a>http://www.defaultrisk.com/pp_cdo_89.htm<a href="http://www.defaultrisk.com/pp_cdo_89.htm">Credit Models and the Crisis, or: How I learned to stop worrying and love the CDOs</a>http://www.defaultrisk.com/pp_crdrv135.htm<a href="http://www.defaultrisk.com/pp_crdrv135.htm">Double Impact on CVA for CDS: Wrong-Way Risk with Stochastic Recovery</a>http://www.defaultrisk.com/pp_cdo_73.htm<a href="http://www.defaultrisk.com/pp_cdo_73.htm">On the Consistency of “European Proxy” of Structural Models for Credit Derivatives</a>http://www.defaultrisk.com/pp_cdo_82.htm<a href="http://www.defaultrisk.com/pp_cdo_82.htm">A Spot Stochastic Recovery Extension of the Gaussian Copula</a>http://www.defaultrisk.com/pp_quant_06.htm<a href="http://www.defaultrisk.com/pp_quant_06.htm">Negative Probabilities in Financial Modeling</a>http://www.defaultrisk.com/pp_model213.htm<a href="http://www.defaultrisk.com/pp_model213.htm">Credit Calibration with Structural Models: The Lehman case and equity swaps under counterparty risk</a>http://www.defaultrisk.com/pp_corr_90.htm<a href="http://www.defaultrisk.com/pp_corr_90.htm">Clustered Defaults</a>http://www.defaultrisk.com/pp_crdrv138.htm<a href="http://www.defaultrisk.com/pp_crdrv138.htm">Bilateral Counterparty Risk Valuation for Interest-rate Products: Impact of volatilities and correlations</a>http://www.defaultrisk.com/pp_model211.htm<a href="http://www.defaultrisk.com/pp_model211.htm">CVA Computation for Counterparty Risk Assessment in Credit Portfolios</a>http://www.defaultrisk.com/pp_other_06.htm<a href="http://www.defaultrisk.com/pp_other_06.htm">Rethinking Risk Capital Allocation in a RORAC Framework</a>http://www.defaultrisk.com/pp_other133.htm<a href="http://www.defaultrisk.com/pp_other133.htm">Future Mark-to-Market Value of Path-dependent Instruments</a>http://www.defaultrisk.com/pp_model210.htm<a href="http://www.defaultrisk.com/pp_model210.htm">Markov Chain Models of Portfolio Credit Risk</a>http://www.defaultrisk.com/pp_corr136.htm<a href="http://www.defaultrisk.com/pp_corr136.htm">Exact and Efficient Simulation of Correlated Defaults</a>http://www.defaultrisk.com/pp_crdrv172.htm<a href="http://www.defaultrisk.com/pp_crdrv172.htm">Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps</a>http://www.defaultrisk.com/pp_other183.htm<a href="http://www.defaultrisk.com/pp_other183.htm">Fixed-Income Portfolio Selection</a>