2 papers
q-fin.RM2009
Haar Wavelets-Based Approach for Quantifying Credit Portfolio Losses
Josep J. Masdemont, Luis Ortiz-Gracia
This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by…
astro-ph2008
Rings, spirals and manifolds
E. Athanassoula, M. Romero-Gomez, J. J. Masdemont
Two-armed, grand design spirals and inner and outer rings in barred galaxies can be due to orbits guided by the manifolds emanating from the vicinity of the L1 and L2 Lagrangian po…