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Diresh Jewan
Publication Activity (10 Years)
Years Active: 2008-2009
Publications (10 Years): 0
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Publications
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Diresh Jewan
,
Renkuan G. Guo
,
Gareth Witten
Optimal Bespoke CDO Design via NSGA-II.
Adv. Decis. Sci.
2009 (2009)
Diresh Jewan
,
Renkuan G. Guo
,
Gareth Witten
Expected Tail Loss Efficient Frontiers for CDOS of Bespoke Portfolios Under One-Factor Copula Marginal Distributions.
World Congress on Engineering (Selected Papers)
(2008)