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AMS 68U20


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AMS Classification 68U20
"Simulation"

These are all the papers that have the " 68U20 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

An Econometric Model to Quantify Benchmark Downturn LGD on Residential Mortgages
by Marco Morone of Intesa Sanpaolo, and
Marco Cornaglia of Intesa Sanpaolo
(499K PDF) -- 28 pages -- May 28, 2010

Discounting Revisited: Valuations under funding costs, counterparty risk and collateralization
by Christian P. Fries of DZ Bank AG
(307K PDF) -- 30 pages -- May 30, 2010

 

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