Michael B. Gordy

According to our database, Michael B. Gordy authored at least 5 papers between 2006 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Counterparty Risk and Counterparty Choice in the Credit Default Swap Market.

Wenxin Du, Salil Gadgil, Michael B. Gordy, Clara Vega

Manag. Sci., 2024

2014

Finite-Dimensional Distributions of a Square-Root Diffusion.

Michael B. Gordy

J. Appl. Probab., 2014

2012

Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models.

Michael B. Gordy, Søren Willemann

Manag. Sci., 2012

2010

Nested Simulation in Portfolio Risk Measurement.

Michael B. Gordy, Sandeep Juneja

Manag. Sci., 2010

2006

Efficient simulation for risk measurement in portfolio of CDOS.

Michael B. Gordy, Sandeep Juneja

Proceedings of the Winter Simulation Conference WSC 2006, 2006