Baeho Kim

According to our database1, Baeho Kim authored at least 5 papers between 2007 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

2014
Optimal Credit Swap Portfolios.
Manag. Sci., 2014

2011
Monte Carlo Algorithms for Default Timing Problems.
Manag. Sci., 2011

Systemic Risk: What Defaults Are Telling Us.
Manag. Sci., 2011

Risk Analysis of Collateralized Debt Obligations.
Oper. Res., 2011

2007
Estimating tranche spreads by loss process simulation.
Proceedings of the Winter Simulation Conference, 2007


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