Amogh Devidas Deshpande

Works (2)

Download BibTeX Download Plain Text View JSON

2011 journal article

A simple novel approach to valuing risky zero coupon bond in a markov regime switching economy

Methodology and Computing in Applied Probability, 13(4), 783–800.

By: A. Deshpande

Source: NC State University Libraries
Added: August 6, 2018

2009 journal article

The credit risk(+) model with general sector correlations

CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH, 17(2), 219–228.

By: A. Deshpande & S. Iyer*

author keywords: Credit risk(+); Compound gamma distribution; Value at risk; Risk contribution; Correlation; Portfolio loss distribution; Moment generating function
Source: Web Of Science
Added: August 6, 2018