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Roberto Torresetti · Study

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Roberto Torresetti

4 works· latest 2012· 1 institutionscluster: provisional

h-index4

i104

Citations225

Works here4

06

07

12

Most cited in this library

Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model2006 · 107 citations
Credit Models and the Crisis2012 · 56 citations
Implied Expected Tranched Loss Surface from CDO Data2006 · 33 citations
CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES2007 · 29 citations

Works

4 shown

Credit Models and the Crisis

Wiley eBooks·2012·3 authors·book

56citations

CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES

International Journal of Theoretical and Applied Finance·2007·3 authors

29citations

Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model

SSRN Electronic Journal·2006·3 authors·preprint·Open access

107citations

Implied Expected Tranched Loss Surface from CDO Data

SSRN Electronic Journal·2006·3 authors·preprint·Open access

33citations