Boudreault, Mathieu, 1980-
Boudreault, Mathieu
Mathieu Boudreault researcher, ORCID id # 0000-0001-9316-6867
VIAF ID: 140681776 ( Personal )
Permalink: http://viaf.org/viaf/140681776
Preferred Forms
4xx's: Alternate Name Forms (4)
5xx's: Related Names (1)
Works
Title | Sources |
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Credit risk in corporate spreads during the financial crisis of 2008 : a regime-switching approach | |
Credit risk model : on the non-linear relationship between default intensity and leverage | |
Credit spreads, recovery rates and bond portfolio risk measures in a hybrid credit risk model | |
Estimation of correlations in portfolio credit risk models based on noisy security prices | |
Modeling natural catastrophe risk : an application to earthquakes and hurricanes. |