Community Profile

Pavel Okunev


LBNL, UC Berkeley, Wells Fargo Bank, Bank of America

2 total contributions since 2005

Contact

Pavel Okunev's Badges

  • 5-Star Galaxy Level 1
  • First Submission

View details...

Contributions in
View by

Submitted


Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model
Computes Cumulative Distribution Function of CDO Loan Portfolio Loss in the Gaussian Factor Model

15 years ago | 4 downloads |

Submitted


Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio
An algorithm for fast computation of the expected tranche loss of CDO credit portfolio.

15 years ago | 2 downloads |