In these modern times, we need our dictators to rig their elections with some modicum of competence. Here are three statistical analyses that are consistent with the finding that the Iranian presidential 'vote' was fraudulent.
This is the web's most comprehensive credit risk modeling and measurement resource for corporate debt. There are currently 1,519 references with abstracts to credit risk management and modeling related research, 1,288 of these are full text freely downloadable papers. If I have missed anything, then please contact me.
Prof. Wim Schoutens , and Prof. Andr� Lucas now have organizing pages. I encourage you to browse their contributions. Please note that organizing pages are a bit of a pain for me, are composed sporadically, and are assigned by ranking formula.
This is not a vendor site. It is just my own. I have been excited by credit risk methodologies throughout my career (I work at FitchSolutions with a crack quant team). Although I am the principal author of CreditMetrics® and LossCalc™ (and have a natural affinity for them), I am more of an advocate for the continued study of credit risk modeling. Wonderfully, there are over sixteen hundred researchers featured on this site (see full list)!
"I'm making the world less risky; one credit portfolio at a time!"
What I want is to advance the state-of-the-art of credit risk management ... through YOU. I hope to give you all the tools to understand the strengths and limits of credit value-at-risk models so you can take the best and ... I trust ... create better ones. This site has been under continual development since 2000 and will continue to grow. I'm trying to satisfy two audiences:
Practitioners have a no-nonsense need to address risk in a timely fashion. Institutions hire research people to develop internally (and adapt from external sources) risk measurement and pricing systems to address tangible needs.
Academics have the more strategic, but no less difficult, need to efficiently access the many disparate sources of prior research and to gain insight into current practitioner practice & demand.
Bank Management
Continuous Bivariate Distributions: 2nd Edition
A History of Monetary Policy: The Contribution of the Bundesbank
Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives
The Banks and the Italian Economy
Handbook of Financial Time Series
Risk Management and Financial Institutions (2nd Edition)
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty
Credit Risk Modeling: An Empirical Analysis on Pricing, Procyclicality and Dependence
Lecturing Birds on Flying: Can Mathematical Theories Destroy the Financial Markets?
Microeconometrics of Banking: Methods, Applications, and Results
L�vy Processes and Stochastic Calculus, 2nd Ed.
Malliavin Calculus for L�vy Processes with Applications to Finance
Financial Risk Manager Handbook 5th Edition with CD
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Ed.
Financial Boom and Gloom: The Credit and Banking Crisis of 2007-2009 and Beyond
Credit Risk Assessment: The New Lending System for Borrowers, Lenders, and Investors
Material Markets: How Economic Agents are Constructed
Active Credit Portfolio Management in Practice
Mathematical Modelling and Numerical Methods in Finance
Risk Management for Central Banks and Other Public Investors
The Rating Agencies and Their Credit Ratings: What They Are, How They Work, and Why They are Relevant
Anticipating Correlations: A New Paradigm for Risk Management
