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Oldrich Vasicek

AN EQUILIBRIUM CHARACTERIZATION OF THE TERM. STRUCTURE. Oldrich VASICEK*.

Oldrich Vasicek is described in multiple online sources, as addition to our editors' articles, see section below for printable documents, Oldrich Vasicek books and related discussion.

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AN EQUILIBRIUM CHARACTERIZATION OF THE TERM
AN EQUILIBRIUM CHARACTERIZATION OF THE TERM. STRUCTURE. Oldrich VASICEK*.
Limiting Loan Loss Probability Distribution
LIMITING LOAN LOSS PROBABILITY DISTRIBUTION. Oldrich Vasicek, 8/9/91.
Lifetime achievement award
1 THE DISTRIBUTION OF LOAN PORTFOLIO VALUE* Oldrich
Oldrich Alfons Vasicek. The amount of capital necessary to support a portfolio of debt securities depends on the probability distribution of the portfolio loss.
A Note on Using Cross-Sectional Information in Bayesian Estimation
BAYESIAN ESTIMATION OF SECURITY BETAS. OLDRICH A. VASICEK*.

Suggested News Resources

Prof Vasicek to give keynote speech in XMU on Oct 14th
Oldrich Vasicek, a founding partner of KMV Corporation and a Special Adviser to Moody's KMV will visit Wang Yanan Institute for Studies in Economics (WISE) and School of Economics (SOE), Xiamen University in October 2011. During his visit, Prof.

Suggested Web Resources

Oldrich Vasicek - Wikipedia, the free encyclopedia
OVasicek
Oldrich Vasicek is a founding partner of KMV and currently advises Moody's Analytics.
AN EQUILIBRIUM CHARACTERIZATION OF THE TERM
AN EQUILIBRIUM CHARACTERIZATION OF THE TERM. STRUCTURE. Oldrich VASICEK*.
Prof. Oldrich Vasicek to visit WISE and SOE in October
Oldrich Vasicek to visit WISE and SOE in October. AddTime:2011/8/21 12:25:40. Prof.
Oldrich-vasicek - Risk.net
Using a conditional independence framework, Oldrich Vasicek derives a useful limiting form for the portfolio loss distribution with a single systematic factor.

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