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AMS 91B82


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AMS Classification 91B82
"Statistical methods; economic indices and measures"

These are all the papers that have the " 91B82 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Credit Models and the Crisis, or: How I learned to stop worrying and love the CDOs
by Damiano Brigo of Imperial College,
Andrea Pallavicini of Banca Leonardo, and
Roberto Torresetti of BBVA
(2,106K PDF) -- 66 pages -- February 17, 2010

Conditional Expectation as Quantile Derivative
by Dirk Tasche of Technische Universität München
(170K PDF) -- 12 pages -- November 13, 2000

 

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