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Modeling term structure of default correlation
Suchintabandid, Sira - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 26-36
Persistent link: https://www.econbiz.de/10011399738
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Pricing CDOs and other credit derivatives in multifactor models
Suchintabandid, Sira - 2007
Department: Graduate School of Business.
Persistent link: https://www.econbiz.de/10009472120
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Correlation expansions for CDO pricing
Glasserman, Paul; Suchintabandid, Sira - In: Journal of banking & finance 31 (2007) 5, pp. 1375-1398
Persistent link: https://www.econbiz.de/10003461167
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Correlation expansions for CDO pricing
Glasserman, Paul; Suchintabandid, Sira - In: Journal of Banking & Finance 31 (2007) 5, pp. 1375-1398
Persistent link: https://www.econbiz.de/10005201686
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Correlation expansions for CDO pricing
Glasserman, Paul; Suchintabandid, Sira - In: Journal of banking & finance 31 (2007) 5, pp. 1375-1398
Persistent link: https://www.econbiz.de/10007724983
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Allocating the tracking error for the multi-asset-class fund by reconciling bottom-up model with top-down model
Sermsakskul, Korkiat; Suchintabandid, Sira - In: International journal of financial engineering 10 (2023) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10014251251