T. Misirpashaev

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom T. Misirpashaev trusts overall

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

  1. Darrell Duffie
  2. Vladimir V. Piterbarg
  3. Leif Andersen
  4. John C. Hull
  5. Damiano Brigo
  6. Jakob Sidenius
  7. Alan G. White

Who trusts T. Misirpashaev overall

  1. M. Arnsdorf
  2. Igor Halperin

Papers from T. Misirpashaev's perspective

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

  1. Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings
  2. Pricing Credit from the Top Down with Affine Point Processes
  3. Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
  4. Valuing Credit Derivatives Using an Implied Copula Approach
  5. Credit risk modeling with affine processes
  6. Markovian Projection Method for Volatility Calibration
  7. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
  8. The Pricing of Options and Corporate Liabilities
  9. On Default Correlation: A Copula Function Approach
  10. Markov Processes: Characterization and Convergence

Their papers