Editorial: The Earth–Moon System As a Dynamical Laboratory

Autor: Elisa Maria Alessi, Josep Masdemont, Alessandro Rossi

Publikováno v: Frontiers in Astronomy and Space Sciences, Vol 6 (2019)

Externí odkaz: https://doaj.org/article/9d100c66e9814a88a08ea22ec1078d77

Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation

Autor: Josep Masdemont Soler, Luis Ortiz-Gracia

Publikováno v: RECERCAT (Dipòsit de la Recerca de Catalunya)
Recercat. Dipósit de la Recerca de Catalunya
instname
Universitat Jaume I
UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)

To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantif

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a5c53f6c8405257716dd6c6208a64244
https://hdl.handle.net/2072/179279