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Nick Costanzino
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Nick Costanzino
Showing
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Nick Costanzino
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1
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
A Simple Traffic Light Approach to Backtesting Expected Shortfall
by
Nick
Costanzino
,
Michael Curran
Published 2018-01-01
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Article
3
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
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