- An Introduction to the BGM Model.pdf
- Black-Litterman and Scenario Optimization.pdf
- Default Management of Central Counterparty Clearing House.pdf
- Delta Based Volatility in Pricing Models of Commodity Derivatives.pdf
- Economic Capital Allocation – The Importance of a Conditional Risk Measure.pdf
- Estimation of Probability of Estimation of Probability ofDefault for Low Default Portfolios
- FRTB: The Canadian Perspective
- Simulating Mulltivariate Poisson Processes
- Stress testing PD and Migration Rate