William J. Morokoff

Publication Activity (10 Years)

Years Active: 1994-2005
Publications (10 Years): 0

Publications

William J. Morokoff
Simulation of risk and return profiles for portfolios of CDO tranches. WSC (2005)
William J. Morokoff
Simulation analysis of correlation and credit migration models for credit portfolios. WSC (2005)
William J. Morokoff
Tutorial on Portfolio Credit Risk Management. WSC (2004)
William J. Morokoff
An Importance Sampling Method for Portfolios of Credit Risky Assets. WSC (2004)
Menghui Cao, William J. Morokoff
Portfolio Credit Risk Analysis Involving CDO Tranches. WSC (2004)
Menghui Cao, William J. Morokoff
Calibrating Credit Portfolio Loss Distributions. WSC (2004)
William J. Morokoff
Simulation methodology for collateralized debt and real options: simulation methods for risk analysis of collateralized debt obligations. WSC (2003)
William J. Morokoff
Generating Quasi-Random Paths for Stochastic Processes. SIAM Rev. 40 (4) (1998)
C. David Levermore, William J. Morokoff
The Gaussian Moment Closure for Gas Dynamics. SIAM J. Appl. Math. 59 (1) (1998)
William J. Morokoff, Russel E. Caflisch
Quasi-Random Sequences and Their Discrepancies. SIAM J. Sci. Comput. 15 (6) (1994)