Conferències i seminaris | Congressos | Grups de recerca | Publicacions | Persones Persones
Josep J. Masdemont
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*. Publicacions del CRM, núm. 1022 (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´. Submitted to *Journal of Computational Finance* (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 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)
Altres activitats (conferències, seminaris)
(desconegut -data aproximada) - ? - [1/1/1997 - ]
Lissajous Orbits around Halo Orbits, II (1/2/1997)
No en consta la data exacta
(desconegut -data aproximada) - ? - [1/1/1997 - ]
Lissajous Orbits around Halo Orbits, I (1/2/1997)
No en consta la data exacta
(desconegut -data aproximada) - ? - [1/1/2001 - ]
Punts de libració: noves missions i noves eines (1/5/2001)
No en consta la data exacta