Papers
Wagner Associates provides these notable articles, papers, and publications online for the benefit
and interest of the mathematical finance community.
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Bernard J. McCabe,
"Analytic Approximation for the Probability that a Portfolio Survives Forever",
appeared in The Journal of Private Portfolio Management, Spring 1999
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Barry Belkin, Lawrence R. Forest, Jr., Scott D. Aguais, and Stephen J. Suchower,
"Credit Risk Premiums in Commercial Lending",
appeared as "Expect the unexpected" in Risk, Nov. 1998
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Barry Belkin, Lawrence R. Forest, Jr., and Stephen J. Suchower,
"A One-Parameter Representation of Credit Risk and Transition Matrices",
appeared in CreditMetrics® Monitor, Third Quarter 1998
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Barry Belkin and Lawrence R. Forest, Jr.,
"The Effect of Systematic Credit Risk on Loan Portfolio Value at Risk and on Loan Pricing",
appeared in CreditMetrics® Monitor, First Quarter 1998
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Barry Belkin,
"Measuring the Credit Exposure of a Commercial Loan Portfolio and the Adequacy of Portfolio Risk Capital",
October 1998
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Barry Belkin, Lawrence R. Forest, Jr., Scott D. Aguais, and Stephen J. Suchower,
"Transaction Risk Capital in Commercial Lending",
October 1998
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David Stephenson,
"Automated Statistical Modeling for Data Mining",
March 2004
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