Macquarie University, Sydney Macquarie University ResearchOnline

Rachev, Svetlozar T

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Spot and derivative pricing in the EEX power market 42 41 0
Rating based modeling of credit risk : theory and application of migration matrices 250 197 3
Credit portfolio risk and probability of default confidence sets through the business cycle 61 59 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 45 27 0
Quantifying risk in the electricity business : a RAROC-based approach 82 80 0
Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study 36 30 0
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Rachev, Svetlozar T

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