Top Ten Most Viewed Authors

Here I list the ten most popularly "viewed" authors.  I find these names by summing the "hits" to all the pages with papers that they authored.  Then, taking these ten names, I list each researcher with their two most popular papers.  Remember, this is an exhibition, not a competition.  Please...no wagering.  Updated May-1

1 John Hull:

• CVA and Wrong Way Risk

• LIBOR vs OIS: The Derivatives Discounting Dilemma

2 Alan White:

• CVA and Wrong Way Risk

• LIBOR vs OIS: The Derivatives Discounting Dilemma

3 Greg M. Gupton:

• CreditMetrics™ -- Technical Document

• LossCalc v2: Dynamic Prediction of LGD

4 Kay Giesecke:

• Systemic Risk: What Defaults are Telling Us

• Monte Carlo Algorithms for Default Timing Problems

5 Damiano Brigo:

• Consistent Single- and Multi-step Sampling of Multivariate Arrival Times: A characterization of self-chaining copulas

• Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-hypothecation, WWR, Basel, Funding, CCDS and Margin Lending

6 Shahram Alavian:

• Credit Valuation Adjustment (CVA)

• Funding Value Adjustment (FVA)

7 Edward I. Altman:

• Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy

• Default Recovery Rates and LGD in Credit Risk Modeling and Practice: An Updated Review of the Literature and Empirical Evidence

8 Christopher C. Finger:

• CreditMetrics™ -- Technical Document

• A Comparison of Stochastic Default Rate Models

9 Robert A. Jarrow:

• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

• A Markov Model for the Term Structure of Credit Risk Spreads

10  Monique Jeanblanc:

• CVA Computation for Counterparty Risk Assessment in Credit Portfolios

• Conditional Default Probability and Density

• Most Prolific Credit Authors (i.e., all papers except 'code', 'liquidity', 'quant', and 'related')
• The Big List of all Authors featured on this site

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