D. Roesch

2005

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

Whom D. Roesch trusts

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

  1. David X. Li (in Finance)

Who trusts D. Roesch

  1. Thomas Moosbrucker (in Accounting)

Papers from D. Roesch's perspective

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

  1. On Default Correlation: A Copula Function Approach
  2. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  3. A comparative analysis of current credit risk models
  4. Statistical Inference Using Extreme Order Statistics
  5. Continuous Univariate Distributions.
  6. Portfolio optimization with unobservable Markov-modulated drift process (Journal of Applied Probability)
  7. The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing
  8. A general formula for valuing defaultable securities
  9. Hedging of Defaultable Claims
  10. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings

Their papers