Publications
- Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?Publication without faculty affiliation
- On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis2016 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Collateralized Debt Obligation's Valuation Using the One Factor Gaussian Copula Model2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- The dark side of collateralized debt obligation's valuation during the 2008/2009 financial crisis +12010 | Faculty of Social Sciences
- Collateralized debt obligations and credit risk management2010 | Faculty of Social Sciences
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