Thomas Moosbrucker

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Moosbrucker trusts overall

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

  1. Michael S. Gibson
  2. Alfred Hamerle
  3. Svetlozar T. Rachev

Who trusts Thomas Moosbrucker overall

  1. Thomas R. Hurd

Papers from Thomas Moosbrucker's perspective

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

  1. Understanding the Risk of Synthetic CDOs
  2. Misspecified Copulas in Credit Risk Models: How Good is Gaussian?
  3. On Default Correlation: A Copula Function Approach
  4. The Pricing of Options and Corporate Liabilities
  5. The Variance Gamma (V.G.) Model for Share Market Returns
  6. Monte Carlo Methods in Financial Engineering
  7. Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation
  8. Financial Modelling with Jump Processes
  9. The Variance Gamma Process and Option Pricing
  10. An Introduction to Copulas

Their papers