Pascal I. Tomecek

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Pascal I. Tomecek trusts

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

  1. Kay Giesecke (in Finance)
  2. Eymen Errais (in Finance)
  3. Lisa R. Goldberg (in Finance)

Papers from Pascal I. Tomecek's perspective

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

  1. Common Failings: How Corporate Defaults are Correlated
  2. Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
  3. Pricing Credit from the Top Down with Affine Point Processes
  4. Frailty Correlated Default
  5. QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES
  6. CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
  7. Portfolio Credit Risk Models with Interacting Default Intensities: a Markovian Approach
  8. Multi-Period Corporate Default Prediction With Stochastic Covariates
  9. Cyclical correlations, credit contagion, and portfolio losses
  10. Good and bad credit contagion: Evidence from credit default swaps

Their papers