AMS Classification 60-08
"Computational methods (not classified at a more specific level)"These are all the papers that have the " 60-08 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Affine Point Processes and Portfolio Credit Risk
by Eymen Errais of Calypso,
Kay Giesecke of Stanford University, and
Lisa R. Goldberg of MSCI Barra
(206K PDF) -- 24 pages -- September 2010 Copula Methods vs Canonical Multivariate Distributions: the multivariate Student T distribution with general degrees of freedom
by William T. Shaw of King's College London, and
K.T. Amber Lee of King's College London
(484K PDF) -- 25 pages -- April 24, 2007 Numerically Stable Computation of CreditRisk+
by Hermann Haaf of Commerzbank AG,
Oliver Reiß of IKB Deutsche Industriebank AG, and
John Schoenmakers of the Weierstrass Institute
(108K PDF) -- 10 pages -- Summer 2004
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