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Internal LGD Estimation in Practice
Peter Glößner, Achim Steinbauer, Vesselka Ivanova discuss loss given default (LGD) in this article.
Can anyone solve the smile problem?
In this paper, the authors explore whether the smile problem can be solved and provide a general reflection of the problem.
Stock Market Crashes in 2007 - 2009: Were We Able to Predict Them?
In this article, Sebastien Lleo and William T. Ziemba investigate the stock market crashes in China, Iceland and the US in the 2007 - 2009 period.
A Tale of Two Indexes Predicting Equity Market Downturns in China
Sebastien Lleo and William T. Ziemba investigate whether traditional crash predictors, predicts crashes for the Shanghai Stock Exchange Composite Index and the Shenzhen Stock Exchange Composite Index.
