Eymen Errais

Finance · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Eymen Errais trusts overall

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

  1. Sanjiv Ranjan Das
  2. Kay Giesecke
  3. Darrell Duffie
  4. A. Mortensen
  5. Philippe Jorion
  6. Roger Lee
  7. Clive G. Bowsher
  8. Damiano Brigo
  9. Edward I. Altman
  10. Peter P. Carr

Who trusts Eymen Errais overall

  1. Yacine Aït-Sahalia
  2. Thibault Jaisson
  3. Kay Giesecke
  4. Emmanuel Bacry
  5. Paul Embrechts
  6. Ban Zheng
  7. Damiano Brigo
  8. Mathieu Rosenbaum
  9. Matthias Kirchner
  10. A. Lopatin

Papers from Eymen Errais's perspective

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

  1. Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
  2. Common Failings: How Corporate Defaults are Correlated
  3. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
  4. Portfolio Credit Risk Models with Interacting Default Intensities: a Markovian Approach
  5. Cyclical correlations, credit contagion, and portfolio losses
  6. Good and bad credit contagion: Evidence from credit default swaps
  7. Time-Changed Levy Processes and Option Pricing ⁄
  8. Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models
  9. Multi-Period Corporate Default Prediction With Stochastic Covariates
  10. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

Their papers