Michael B. Gordy

According to our database¹, Michael B. Gordy authored at least 4 papers between 2006 and 2014.

Collaborative distances:

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PhD thesis

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2014

Finite-Dimensional Distributions of a Square-Root Diffusion.

[BibT_eX]

[DOI]

J. Appl. Probab., 2014

2012

Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models.

[BibT_eX]

[DOI]

Manag. Sci., 2012

2010

Nested Simulation in Portfolio Risk Measurement.

[BibT_eX]

[DOI]

Manag. Sci., 2010

2006

Efficient simulation for risk measurement in portfolio of CDOS.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference WSC 2006, 2006