Showing 1 - 3 results of 3 for search 'Nick Costanzino', query time: 0.02s Refine Results
  1. 1
    Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model

    Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model by Albert Cohen, Nick Costanzino

    Published 2017-04-01
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    Article
  2. 2
    A General Framework for Incorporating Stochastic Recovery in Structural Models of Credit Risk

    A General Framework for Incorporating Stochastic Recovery in Structural Models of Credit Risk by Albert Cohen, Nick Costanzino

    Published 2017-12-01
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    Article
  3. 3
    A Simple Traffic Light Approach to Backtesting Expected Shortfall

    A Simple Traffic Light Approach to Backtesting Expected Shortfall by Nick Costanzino, Michael Curran

    Published 2018-01-01
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    Article

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