William J. Morokoff

According to our database, William J. Morokoff authored at least 10 papers between 1994 and 2005.

Collaborative distances:

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

2005

Simulation of risk and return profiles for portfolios of CDO tranches.

William J. Morokoff

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

Simulation analysis of correlation and credit migration models for credit portfolios.

William J. Morokoff

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004

An Importance Sampling Method for Portfolios of Credit Risky Assets.

William J. Morokoff

Proceedings of the 36th conference on Winter simulation, 2004

Tutorial on Portfolio Credit Risk Management.

William J. Morokoff

Proceedings of the 36th conference on Winter simulation, 2004

Calibrating Credit Portfolio Loss Distributions.

Menghui Cao, William J. Morokoff

Proceedings of the 36th conference on Winter simulation, 2004

Portfolio Credit Risk Analysis Involving CDO Tranches.

Menghui Cao, William J. Morokoff

Proceedings of the 36th conference on Winter simulation, 2004

2003

Simulation methodology for collateralized debt and real options: simulation methods for risk analysis of collateralized debt obligations.

William J. Morokoff

Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003

1998

Generating Quasi-Random Paths for Stochastic Processes.

William J. Morokoff

SIAM Rev., 1998

The Gaussian Moment Closure for Gas Dynamics.

C. David Levermore, William J. Morokoff

SIAM J. Appl. Math., 1998

1994

Quasi-Random Sequences and Their Discrepancies.

William J. Morokoff, Russel E. Caflisch

SIAM J. Sci. Comput., 1994