Michael B. Gordy

Orcid: 0000-0002-5229-4608

According to our database¹, Michael B. Gordy authored at least 5 papers between 2006 and 2024.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

Timeline

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Book In proceedings Article PhD thesis Dataset Other

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Bibliography

2024

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market.

[BibT_eX]

[DOI]

Manag. Sci., 2024

2014

Finite-Dimensional Distributions of a Square-Root Diffusion.

[BibT_eX]

[DOI]

Michael B. Gordy

J. Appl. Probab., 2014

2012

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

[BibT_eX]

[DOI]

Michael B. Gordy

Søren Willemann

Manag. Sci., 2012

2010

Nested Simulation in Portfolio Risk Measurement.

[BibT_eX]

[DOI]

Michael B. Gordy

Sandeep Juneja

Manag. Sci., 2010

2006

Efficient simulation for risk measurement in portfolio of CDOS.

[BibT_eX]

[DOI]

Michael B. Gordy

Sandeep Juneja

Proceedings of the Winter Simulation Conference WSC 2006, 2006

Michael B. Gordy

Timeline

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Links

On csauthors.net:

Bibliography

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