43 citations · 110 across the 8 of their papers we have counts for
8 papers
Central Counterparty Risk
Matthias Arnsdorf
A clearing member of a Central Counterparty (CCP) is exposed to losses on their default fund and initial margin contributions. Such losses can be incurred whenever the CCP has insu…
BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives
Matthias Arnsdorf, Igor Halperin
BSLP is a two-dimensional dynamic model of interacting portfolio-level loss and spread (more exactly, loss intensity) processes. The model is similar to the top-down HJM-like frame…
Relating Covariant and Canonical Approaches to Triangulated Models of Quantum Gravity
Matthias Arnsdorf
In this paper explore the relation between covariant and canonical approaches to quantum gravity and theory. We will focus on the dynamical triangulation and spin-foam models,…
The Maldacena Conjecture and Rehren Duality
Matthias Arnsdorf, Lee Smolin
We analyse the implications of the fact that there are two claims for a dual to \N=4 superconformal SU(N) Yang-Mills theory (SCYM), the Maldacena conjecture and the theorem of Rehr…
Loop Quantum Gravity and Asymptotically Flat Spaces
Matthias Arnsdorf
After motivating why the study of asymptotically flat spaces is important in loop quantum gravity, we review the extension of the standard framework of this theory to the asymptoti…
Approximating Connections in Loop Quantum Gravity
Matthias Arnsdorf
We discuss the action of the configuration operators of loop quantum gravity. In particular, we derive the generalised eigenbasis for the Wilson loop operator and show that the tra…