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Menghui Cao: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Menghui Cao, William J. Morokoff
    Portfolio Credit Risk Analysis Involving CDO Tranches. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2004, pp:1628-0 [Conf]
  2. Menghui Cao, William J. Morokoff
    Calibrating Credit Portfolio Loss Distributions. [Citation Graph (0, 0)][DBLP]
    Winter Simulation Conference, 2004, pp:1661-0 [Conf]

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