A. Mortensen

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom A. Mortensen trusts overall

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

  1. David X. Li
  2. Leif Andersen
  3. Jakob Sidenius
  4. Philipp J. Schönbucher
  5. Joost Driessen
  6. John C. Hull
  7. V. Acharya
  8. Sanjiv Ranjan Das
  9. Georges Dionne

Who trusts A. Mortensen overall

  1. Damir Filipovi'c
  2. X. Burtschell
  3. Eberhard Mayerhofer
  4. Jon Gregory
  5. Paul Schneider
  6. Jean Paul Laurent
  7. Eymen Errais
  8. Kay Giesecke

Papers from A. Mortensen's perspective

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

  1. On Default Correlation: A Copula Function Approach
  2. Understanding the Recovery Rates on Defaulted Securities
  3. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  4. Correlated Default Risk
  5. Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
  6. Numerical Recipes in C: The Art of Scientific Computing
  7. Credit Derivatives Pricing Models: Models, Pricing and Implementation
  8. Is Default Event Risk Priced in Corporate Bonds
  9. Default Parameter Estimation Using Market Prices
  10. A Simple Exponential Model for Dependent Defaults

Their papers