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Paris-Princeton Lectures on Mathematical Finance 2004 Finance 2004
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| | JEL Classification C44
"Statistical Decision Theory; Operations Research"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C44 classification. (sorted by date) Valuing CDOs of Bespoke Portfolios with Implied Multi-Factor Models
by Dan Rosen of the Fields Institute and R2 Financial Technologies, and
David Saunders of the University of Waterloo
(757K PDF) -- 38 pages -- April 5, 2007 Default Estimation for Low Default Portfolios
by Nicholas Kiefer of Cornell University
(219K PDF) -- 28 pages -- August 2006 Multi-period Bayesian Bankruptcy Prediction: Using financial ratios and the maturity schedule of long-term debt
by Leonid Philosophov of the Moscow Committee of Bankruptcy Affairs,
Jonathan Batten of Macquarie University, and
Vladimir Philosophov (Independent)
(1,208K PDF) -- 34 pages -- January 5, 2006
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