Conferències i seminaris | Congressos | Grups de recerca | Publicacions | Persones

ABCDEFGHIJKLMNOPQRSTUVWXYZ  

 

Persones

Luis Ortiz Gracia 

Publicacions

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation, 2011 ORTIZ-GRACIA, L. & MASDEMONT, J.J. `Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation´. Submitted to *Journal of Computational Finance* (2011)

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation, 2011 ORTIZ-GRACIA, L. & MASDEMONT, J.J. *Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation*. Publicacions del CRM, núm. 1022 (2011)

Haar wavelets-based approach for quantifying credit portfolio losses, 2011 MASDEMONT, J.J. & ORTIZ-GRACIA, L. `Haar wavelets-based approach for quantifying credit portfolio losses´. *Quantitative Finance*; DOI:10.1080/1469 7688.2011.595731 (2011)

Haar wavelets-based approach for quantifying credit portfolio losses, 2011 MASDEMONT, J.J. & ORTIZ-GRACIA, L. *Haar wavelets-based approach for quantifying credit portfolio losses*. Publicacions del CRM, núm. 1017 (2011)

Haar Wavelets-Based Methods for Credit Risk Portfolio Modeling, 2011 ORTIZ GRACIA, L. *Haar Wavelets-Based Methods for Credit Risk Portfolio Modeling*. Tesi doctoral, Univ. Politècnica Catalunya. Defensada el 2011 (dirigida per J.J. Masdemont).