Yu Hang Kan

According to our database1, Yu Hang Kan authored at least 2 papers between 2010 and 2011.

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

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2011
Dynamic Hedging of Portfolio Credit Derivatives.
SIAM J. Financial Math., 2011

2010
Default Intensities Implied by CDO Spreads: Inversion Formula and Model Calibration.
SIAM J. Financial Math., 2010


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