Jon Gregory

Finance · 2005–2012

A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Jon Gregory trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David X. Li
  2. Michael B. Gordy
  3. Philipp J. Schönbucher
  4. Thorsten Rheinländer
  5. Donald MacKenzie
  6. A. Mortensen
  7. Alfred Müller
  8. John C. Hull
  9. Georges Dionne
  10. Robert S. Pindyck

Who trusts Jon Gregory overall

  1. John C. Hull
  2. N. Whelan
  3. Rüdiger Frey
  4. N. Arora
  5. Alan G. White
  6. St'ephane Cr'epey
  7. J. Backhaus
  8. P. Gandhi
  9. Tomasz R. Bielecki
  10. Francis A. Longstaff

Papers from Jon Gregory's perspective

Ordered by how strongly the researchers Jon Gregory trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Default Correlation: A Copula Function Approach
  2. Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
  3. Risk Management: Value at Risk and Beyond
  4. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
  5. An Engine, Not a Camera: How Financial Models Shape Markets
  6. Archimedean copulae and positive dependence
  7. Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (ASTIN Bulletin: The Journal of the International Actuarial Association)
  8. Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models
  9. Pricing Distressed CDOs with Base Correlation and Stochastic Recovery
  10. Comparison of multivariate risks and positive dependence (Journal of Applied Probability)

Their papers