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Calibration and Pricing ina Multi-Factor Quadratic Gaussian Model Samson Assefa Current revision:June 4,2007 Abstract We consider a two-country multi-factor quadratic Gaussianmodel and ...
Pricing of Defaultable Securities ina Multi-Factor Quadratic Gaussian Model Samson Assefa Current revision:September 12,2007 Abstract We present the multi-factor quadratic reduced form ...
Research supervision: Yes. Postgraduate research degree students supervised: Samson Assefa King Ming Chan In Hwan (David) Chung Du Ke Troy Morgan Tao Peng
... Henrik Amilon, 2001 Henrik Andersson, 2003 Thierry Ané, 1998, 1999, 2000, 2001, 2004 Mikhail Anufriev, 2007 Takuji Arai, 2003 Dinesh Pai Arjuna Pai, 2003 Samson Assefa, 2004, 2005 ...
Samson Assefa Lorenzo Casavecchia Kim Ming Chan Samuel Chege Maina David Chung Kevin Fergursson Vladimir Kazakov Du Ke Fiona Larnach Louis Mercorelli Troy Morgan
Calibration and Pricing ina Multi-Factor Quadratic Gaussian Model Samson Assefa Current revision:June 4,2007 Abstract We consider a two-country multi-factor quadratic ...
Research supervision: Yes. Postgraduate research degree students supervised: Samson Assefa King Ming Chan In Hwan (David) Chung Du Ke Troy Morgan Tao Peng
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