http://www.defaultrisk.com/top10_newest.htmTransformation of Dapp into RSSinfo@dapper.netFri, 20 Nov 2009 22:13:46 +0000http://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_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_corr136.htm<a href="http://www.defaultrisk.com/pp_corr136.htm">Exact and Efficient Simulation of Correlated Defaults</a>http://www.defaultrisk.com/pp_crdrv179.htm<a href="http://www.defaultrisk.com/pp_crdrv179.htm">A Dynamic Model for Credit Index Derivatives</a>http://www.defaultrisk.com/pp_model209.htm<a href="http://www.defaultrisk.com/pp_model209.htm">Analytical Framework for Credit Portfolios, Part I: Systematic Risk</a>http://www.defaultrisk.com/pp_cdo_68.htm<a href="http://www.defaultrisk.com/pp_cdo_68.htm">A Simple Dynamic Model for Pricing and Hedging Heterogenous CDOs</a>http://www.defaultrisk.com/pp_recov_95.htm<a href="http://www.defaultrisk.com/pp_recov_95.htm">Extension of Spot Recovery Model for Gaussian Copula</a>http://www.defaultrisk.com/pp_cdo_86.htm<a href="http://www.defaultrisk.com/pp_cdo_86.htm">Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives</a>http://www.defaultrisk.com/pp_cdo_32.htm<a href="http://www.defaultrisk.com/pp_cdo_32.htm">Dynamic Hedging of Synthetic CDO Tranches with Spread Risk and Default Contagion</a>http://www.defaultrisk.com/pp_corr_86.htm<a href="http://www.defaultrisk.com/pp_corr_86.htm">Frailty Correlated Default</a>http://www.defaultrisk.com/pp_cdo_84.htm<a href="http://www.defaultrisk.com/pp_cdo_84.htm">CDO Pricing: Copula implied by risk neutral dynamics</a>http://www.defaultrisk.com/pp_super_74.htm<a href="http://www.defaultrisk.com/pp_super_74.htm">Unintended Consequences of the Market Risk Requirement in Banking Regulation</a>http://www.defaultrisk.com/pp_cdo_16.htm<a href="http://www.defaultrisk.com/pp_cdo_16.htm">Affine Point Processes and Portfolio Credit Risk</a>http://www.defaultrisk.com/pp_cdo_85.htm<a href="http://www.defaultrisk.com/pp_cdo_85.htm">Pricing CDOs with State Dependent Stochastic Recovery Rates</a>http://www.defaultrisk.com/pp_super_73.htm<a href="http://www.defaultrisk.com/pp_super_73.htm">French Banks Amid the Global Financial Crisis</a>http://www.defaultrisk.com/pp_cdo_83.htm<a href="http://www.defaultrisk.com/pp_cdo_83.htm">Stressing Rating Criteria Allowing for Default Clustering: The CPDO case</a>http://www.defaultrisk.com/pp_super_72.htm<a href="http://www.defaultrisk.com/pp_super_72.htm">The Merton Structural Model and IRB Compliance</a>http://www.defaultrisk.com/pp_recov_92.htm<a href="http://www.defaultrisk.com/pp_recov_92.htm">Collections Policy Comparison in LGD Modelling</a>http://www.defaultrisk.com/pp_recov_93.htm<a href="http://www.defaultrisk.com/pp_recov_93.htm">Recovery Rates and Macroeconomic Conditions: The role of loan covenants</a>