Arnaud de Servigny

Finance · 2002–2004

A researcher in the Science corpus: 2 papers; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Arnaud de Servigny trusts overall

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

  1. D. Lando
  2. Joost Driessen
  3. R. Fisher
  4. Robert A. Jarrow
  5. W. Perraudin
  6. Francis A. Longstaff
  7. José A. López
  8. Dilip B Madan 5
  9. Eduardo S. Schwartz
  10. Jan Ericsson

Who trusts Arnaud de Servigny overall

  1. Philippe Jorion
  2. Gaiyan Zhang
  3. Darrell Duffie
  4. John C. Hull
  5. Jonathan N. Crook

Papers from Arnaud de Servigny's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Stability of ratings transitions
  3. Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
  4. Valuing American Options by Simulation: A Simple Least-Squares Approach
  5. Liquidity and Credit Risk
  6. DEFAULT RISK AND DIVERSIFICATION: THEORY AND APPLICATIONS
  7. An Analysis of Default Correlations and Multiple Defaults
  8. Robust Classification for Imprecise Environments
  9. Parameterizing Credit Risk Models with Rating Data
  10. Statistical Pattern Recognition: A Review (IEEE Transactions on Pattern Analysis and Machine Intelligence)

Their papers